Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem.
Caffarelli, Luis A. ; Friedman, Avner
Pacific J. Math., Tome 97 (1981) no. 2, p. 49-94 / Harvested from Project Euclid
Publié le : 1981-05-14
Classification:  60J60,  62L10
@article{1102736584,
     author = {Caffarelli, Luis A. and Friedman, Avner},
     title = {Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem.},
     journal = {Pacific J. Math.},
     volume = {97},
     number = {2},
     year = {1981},
     pages = { 49-94},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1102736584}
}
Caffarelli, Luis A.; Friedman, Avner. Sequential testing of several simple hypotheses for a diffusion process and the corresponding free boundary problem.. Pacific J. Math., Tome 97 (1981) no. 2, pp.  49-94. http://gdmltest.u-ga.fr/item/1102736584/