1.

Record Nr.

UNICAMPANIAVAN00268853

Autore

Lerche, Hans R.

Titolo

Boundary Crossing of Brownian Motion : Its Relation to the Law of the Iterated Logarithm and to Sequential Analysis / Hans Rudolf Lerche

Pubbl/distr/stampa

New York, : Springer-Verlag, 1986

Descrizione fisica

v, 143 p. ; 24 cm

Soggetti

60-XX - Probability theory and stochastic processes [MSC 2020]

60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]

60J65 - Brownian motion [MSC 2020]

62-XX - Statistics [MSC 2020]

62L10 - Sequential statistical analysis [MSC 2020]

62L15 - Optimal stopping in statistics [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia