{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q378178","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q378178","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q378178","kernelVersion":"v1","immutable":true,"modified":"2026-01-20T10:27:54Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q378178","name":"The Wiener continuous disorder problem","headline":"The Wiener continuous disorder problem","description":"scientific article; zbMATH DE number 6225243","url":"https://portal.mardi4nfdi.de/entity/Q378178","datePublished":"2013-11-11","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q378177"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q161529"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1134/S1064562413030125","url":"https://doi.org/10.1134/S1064562413030125"},"sameAs":["https://doi.org/10.1134/S1064562413030125"],"comment":"The author proposes an original Bayesian quickest change-point detection problem for an observable Brownian motion, in the case in which the disorder process is driven by a Browinan motion constantly correlated with the observable process. The original problem is reduced to an ordinary free-boundary problem which is solvable in a closed form. The appropriate verification assertion is provided. The associated time-inhomogeneous case is also considered.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q3219515"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3914255"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4915654"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2372468"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3015740"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2703816"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3378055"}]},"provenance":{"prov:generatedAtTime":"2026-01-20T10:27:54Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}