Geodesic
To the Discord Problem for a~Jump-Like Markov Process
Sibirskij žurnal industrialʹnoj matematiki, Tome 12 (2009) no. 3, pp. 85-98

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We obtain the structure of the optimal moment of halting (sending an “alarm” signal) and the integrodifferential equation for the risk function in the discord problem for an observed jump-like Markov process in the case that the discord point coincides with one of the jumps of the process.
Keywords: Markov process, detection
Mots-clés : discord. 
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     author = {G. I. Salov},
     title = {To the {Discord} {Problem} for {a~Jump-Like} {Markov} {Process}},
     journal = {Sibirskij \v{z}urnal industrialʹnoj matematiki},
     pages = {85--98},
     publisher = {mathdoc},
     volume = {12},
     number = {3},
     year = {2009},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/SJIM_2009_12_3_a8/}
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G. I. Salov. To the Discord Problem for a~Jump-Like Markov Process. Sibirskij žurnal industrialʹnoj matematiki, Tome 12 (2009) no. 3, pp. 85-98. http://geodesic.mathdoc.fr/item/SJIM_2009_12_3_a8/