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Adv. in Appl. Probab., 2020, Volume 52, Issue 4, Pages 1308–1324 (Mi aap3)  

A Bayesian sequential test for the drift of a fractional Brownian motion

Alexey Muravlev, Mikhail Zhitlukhin

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Funding Agency Grant Number
Russian Science Foundation 18-71-10097
We are grateful to the two anonymous referees for providing useful comments that helped to improve the quality of the paper. In particular, we thank one of the referees for pointing out an error in the initial version of the paper and suggesting a correction in the equations on p. 11. The research was supported by the Russian Science Foundation, Project 18-71-10097.


DOI: https://doi.org/10.1017/apr.2020.43


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