Optimal Stopping and Free-Boundary Problems
-
- 39,99 €
-
- 39,99 €
Beschreibung des Verlags
Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles.
GENRE
Wissenschaft und Natur
ERSCHIENEN
2006
10. November
SPRACHE
EN
Englisch
UMFANG
524
Seiten
VERLAG
Birkhäuser Basel
ANBIETERINFO
Springer Science & Business Media LLC
GRÖSSE
12,5
MB
Large Deviations For Performance Analysis
2019
Applied Stochastic Control of Jump Diffusions
2006
Recent Advances in Delay Differential and Difference Equations
2014
Optimal Stopping Rules
2007
Introductory Lectures on Fluctuations of Lévy Processes with Applications
2006
Point Process Theory and Applications
2006