A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.
Donchev, Doncho S.
Journal of Applied Mathematics and Stochastic Analysis, Tome 11 (1998), p. 179-192 / Harvested from The Electronic Library of Mathematics
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Publié le : 1998-01-01
DOI : https://doi.org/10.1155/S1048953398000136
EUDML-ID : urn:eudml:doc:48193 
@article{01214055,
     title = {A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {11},
     year = {1998},
     pages = {179-192},
     doi = {10.1155/S1048953398000136},
     zbl = {0918.60033},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01214055}
}

Donchev, Doncho S. A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.. Journal of Applied Mathematics and Stochastic Analysis, Tome 11 (1998) pp. 179-192. doi : 10.1155/S1048953398000136. http://gdmltest.u-ga.fr/item/01214055/