Video library: Mikhail Zhitlukhin, A sequential test for the drift of a Brownian motion with a possibility to change a decision

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5th International Conference on Stoсhastic Methods 2020
November 26, 2020 14:30–15:00, Steklov Mathematical Institute of RAS, PFUR, Moscow, online

A sequential test for the drift of a Brownian motion with a possibility to change a decision

Mikhail Zhitlukhin