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 (1998)

  • Volume: 11, Issue: 2, page 179-192
  • ISSN: 2090-3332

How to cite

top

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 11.2 (1998): 179-192. <http://eudml.org/doc/48193>.

@article{Donchev1998,
author = {Donchev, Doncho S.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {Bellman equation; optimal detection of jump times; functional-differential equation},
language = {eng},
number = {2},
pages = {179-192},
publisher = {Hindawi Publishing Corporation, New York},
title = {A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.},
url = {http://eudml.org/doc/48193},
volume = {11},
year = {1998},
}

TY - JOUR
AU - Donchev, Doncho S.
TI - A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1998
PB - Hindawi Publishing Corporation, New York
VL - 11
IS - 2
SP - 179
EP - 192
LA - eng
KW - Bellman equation; optimal detection of jump times; functional-differential equation
UR - http://eudml.org/doc/48193
ER -

NotesEmbed ?

top

You must be logged in to post comments.

To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.

Only the controls for the widget will be shown in your chosen language. Notes will be shown in their authored language.

Tells the widget how many notes to show per page. You can cycle through additional notes using the next and previous controls.

    
                

Note: Best practice suggests putting the JavaScript code just before the closing </body> tag.