Quickest detection in the Wiener disorder problem with post-change uncertainty

TitleQuickest detection in the Wiener disorder problem with post-change uncertainty
Publication TypeJournal Article
Year of Publication2017
AuthorsYang H, Hadjiliadis O, Ludkovski M
JournalSTOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC REPORTS
Volume89
Pagination654-685