02556nam0 2200553 i 450 VAN012716820230627030055.757N978303001526820200226d2019 |0itac50 baengCH|||| |||||Stochastic Disorder ProblemsAlbert N. ShiryaevChamSpringer2019xix, 397 p.24 cm001VAN01038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-93VAN0237002Stochastic Disorder Problems173353862LxxSequential statistical methods [MSC 2020]VANC020001MF91B06Decision theory [MSC 2020]VANC021413MF60G40Stopping times; optimal stopping problems; gambling theory [MSC 2020]VANC024506MF62CxxStatistical decision theory [MSC 2020]VANC024591MF93-XXSystems theory; control [MSC 2020]VANC027040MF91A60Probabilistic games; gambling [MSC 2020]VANC035201MFBasic settings of quickest detection problemsKW:KBreakdown of a Stationary RegimeKW:KBrownian MotionsKW:KDiscrete and Continuous TimeKW:KDisorder on Filtered Probability SpacesKW:KDynamical analysis of statistical dataKW:KFormulations of quickest detection problemsKW:KMathematical FinanceKW:KMulti-Stage Quickest DetectionKW:KOptimal stopping rulesKW:KOptimal stopping timesKW:KQuantitative FinanceKW:KQuickest detection problemsKW:KSolutions of quickest detection problemsKW:KStochastic disorder problemsKW:KCHChamVANL001889ShiryaevAlbert N.VANV039954352262Springer <editore>VANV108073650ITSOL20240614RICAhttp://doi.org/10.1007/978-3-030-01526-8E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0127168BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1755 08eMF1755 20200226 Stochastic Disorder Problems1733538UNICAMPANIA