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Surveillance problems: Wiener processes

Naval Research Logistics Quarterly, 1965
AbstractThis paper extends the results presented by I. R. Savage in a previous paper [8]. That paper studied economically optimal policies for inspecting and repairing production processes which behave as Poisson processes. Similar results are presented here for production processes which behave as Wiener processes.With continuous surveillance, methods
Antelman, Gordon R., Savage, I. Richard
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Brownian Motion—Wiener Process

Canadian Mathematical Bulletin, 1979
Bachelier (1900), Einstein (1905) and Smoluchowski (1915) provided a theory of the peculiar erratic motion of small particles suspended in a liquid, first described in 1826 by the English botanist Brown. In a series of papers beginning in 1920 Wiener undertook a mathematical analysis of Brownian motion.
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