The disorder problem for compound Poisson processes with exponential jumps

dc.creatorGapeev, Pavel V.
dc.date2005-03-23
dc.date.accessioned2026-07-07T10:19:53Z
dc.date.available2026-07-07T10:19:53Z
dc.descriptionThe problem of disorder seeks to determine a stopping time which is as close as possible to the unknown time of ``disorder'' when the observed process changes its probability characteristics. We give a partial answer to this question for some special cases of Levy processes and present a complete solution of the Bayesian and variational problem for a compound Poisson process with exponential jumps. The method of proof is based on reducing the Bayesian problem to an integro-differential free-boundary problem where, in some cases, the smooth-fit principle breaks down and is replaced by the principle of continuous fit.
dc.descriptionPublished at http://dx.doi.org/10.1214/105051604000000981 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0503481
dc.identifierhttp://arxiv.org/abs/math/0503481
dc.identifierAnnals of Applied Probability 2005, Vol. 15, No. 1A, 487-499
dc.identifierdoi:10.1214/105051604000000981
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/174676
dc.subjectProbability
dc.subject60G40, 62M20, 34K10 (Primary) 62C10, 62L15, 60J75 (Secondary)
dc.titleThe disorder problem for compound Poisson processes with exponential jumps
dc.typetext

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