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Stochastics
An International Journal of Probability and Stochastic Processes
Volume 86, 2014 - Issue 6
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Articles

On the martingale and free-boundary approaches in sequential detection problems with exponential penalty for delay

B. BuonaguidiDepartment of Decision Sciences, Bocconi University, Via Roentgen 1, 20136Milan, ItalyCorrespondence[email protected]
&
P. MuliereDepartment of Decision Sciences, Bocconi University, Via Roentgen 1, 20136Milan, Italy
Pages 865-869 | Received 19 Jul 2012, Accepted 29 Oct 2013, Published online: 24 Feb 2014

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