ON A GENERALIZED DISORDER PROBLEM

被引:13
作者
BOJDECKI, T [1 ]
HOSZA, J [1 ]
机构
[1] INST POLYTECH NATL, CTR INVEST, MEXICO CITY 07000, DF, MEXICO
关键词
D O I
10.1016/0304-4149(84)90305-3
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:349 / 359
页数:11
相关论文
共 6 条
[1]  
Bojdecki T., 1979, Stochastics, V3, P61, DOI 10.1080/17442507908833137
[2]  
Bojdecki T., 1978, Stochastic Processes & their Applications, V6, P153, DOI 10.1016/0304-4149(78)90057-1
[3]  
Chow Y.S., 1971, GREAT EXPECTATIONS T
[4]  
Neveu J., 1972, MARTINGALES TEMPS DI
[5]  
Shiryaev A., 1978, OPTIMAL STOPPING RUL
[6]  
Shiryayev A.N., 1963, THEOR PROBAB APPL+, V8, P26