Now showing items 21-21 of 21

    • Wiener disorder problem with observations at fixed discrete time epochs 

      Dayanik, S. (Institute for Operations Research and the Management Sciences (I N F O R M S), 2010)
      Suppose that a Wiener process gains a known drift rate at some unobservable disorder time with some zero-modified exponential distribution. The process is observed only at known fixed discrete time epochs, which may not ...