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Philip Ernst

  1. Quickest Real-Time Detection of Multiple Brownian Drifts
    2023/05/09 by Philip Ernst, Ernst, Philip A., Hongwei Mei +3 · 3 citations
    Economics, Econometrics and Finance · #60G40 #60H30 #60J65 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications