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Кафедра ТЕОРИИ ВЕРОЯТНОСТЕЙ БОЛЬШОЙ СЕМИНАР КАФЕДРЫ ТЕОРИИ ВЕРОЯТНОСТЕЙ Руководитель - академик РАН, профессор А. Н. Ширяев 20 марта А.Н. Ширяев A quickest detection problem with an observation cost Резюме. МГУ ) In the classical quickest detection problem, one must detect as quickly as possible when a Brownian motion without drift "changes"into a Brownian motion with positive drift. The change occurs at an unknown "disorder"time with exponential distribution. ...

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