LEADER 03894nam 22007095 450 001 9910974304403321 005 20250718154818.0 010 $a1-281-11631-9 010 $a9786611116316 010 $a3-540-74011-2 024 7 $a10.1007/978-3-540-74011-7 035 $a(CKB)1000000000410955 035 $a(EBL)372430 035 $a(OCoLC)300972636 035 $a(SSID)ssj0000215749 035 $a(PQKBManifestationID)11175809 035 $a(PQKBTitleCode)TC0000215749 035 $a(PQKBWorkID)10193973 035 $a(PQKB)10591687 035 $a(DE-He213)978-3-540-74011-7 035 $a(Au-PeEL)EBL372430 035 $a(CaPaEBR)ebr10203905 035 $a(CaONFJC)MIL111631 035 $a(PPN)12316852X 035 $a(MiAaPQ)EBC372430 035 $a(MiAaPQ)EBC4419026 035 $a(EXLCZ)991000000000410955 100 $a20100301d2008 u| 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aOptimal Stopping Rules /$fby Albert N. Shiryaev 205 $a1st ed. 2008. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2008. 215 $a1 online resource (227 p.) 225 1 $aStochastic Modelling and Applied Probability,$x2197-439X ;$v8 300 $a"Reprint of the 1978 edition with a new preface." 311 08$a3-540-74010-4 320 $aIncludes bibliographical references (p. 208-213) and index. 327 $aRandom Processes: Markov Times -- Optimal Stopping of Markov Sequences -- Optimal Stopping of Markov Processes -- Some Applications to Problems of Mathematical Statistics. 330 $aAlthough three decades have passed since first publication of this book reprinted now as a result of popular demand, the content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The "ground floor" of Optimal Stopping Theory was constructed by A.Wald in his sequential analysis in connection with the testing of statistical hypotheses by non-traditional (sequential) methods. It was later discovered that these methods have, in idea, a close connection to the general theory of stochastic optimization for random processes. The area of application of the Optimal Stopping Theory is very broad. It is sufficient at this point to emphasise that its methods are well tailored to the study of American (-type) options (in mathematics of finance and financial engineering), where a buyer has the freedom to exercise an option at any stopping time. In this book, the general theory of the construction of optimal stopping policies is developed for the case of Markov processes in discrete and continuous time. One chapter is devoted specially to the applications that address problems of the testing of statistical hypotheses, and quickest detection of the time of change of the probability characteristics of the observable processes. The author, A.N.Shiryaev, is one of the leading experts of the field and gives an authoritative treatment of a subject that, 30 years after original publication of this book, is proving increasingly important. 410 0$aStochastic Modelling and Applied Probability,$x2197-439X ;$v8 606 $aProbabilities 606 $aStatistics 606 $aProbability Theory 606 $aStatistics in Business, Management, Economics, Finance, Insurance 615 0$aProbabilities. 615 0$aStatistics. 615 14$aProbability Theory. 615 24$aStatistics in Business, Management, Economics, Finance, Insurance. 676 $a519.5/4 700 $aShiriaev$b Albert Nikolaevich$0102058 701 $aAries$b A. B$01822069 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910974304403321 996 $aOptimal stopping rules$94388128 997 $aUNINA LEADER 01478nam0 22002653i 450 001 VAN00279307 005 20241228064214.11 010 $a978-03-334-3602-8 100 $a20240705d1990 |0itac50 ba 101 $aeng 102 $aGB 105 $a|||| ||||| 200 1 $aTransport and the Development of the European Economy, 1750?1918$fSimon P. Ville 210 $aBasingstoke$cMacmillan$d1990 215 $a XIII, 252 p.$d23 cm 620 $dBasingstoke$3VANL000028 700 1$aVille$bSimon P.$3VANV231869$0133682 712 $aMacMillan $3VANV111155$4650 801 $aIT$bSOL$c20250926$gRICA 856 4 $uhttps://books.google.com/books?id=MA2wCwAAQBAJ&printsec=frontcover&dq=Transport+and+the+Development+of+the+European+Economy,+1750%E2%80%931918&hl=it&newbks=1&newbks_redir=1&sa=X&ved=2ahUKEwi9zbiXgcuKAxV5-AIHHcxBNJkQuwV6BAgLEAk$zhttps://books.google.com/books?id=MA2wCwAAQBAJ&printsec=frontcover&dq=Transport+and+the+Development+of+the+European+Economy,+1750%E2%80%931918&hl=it&newbks=1&newbks_redir=1&sa=X&ved=2ahUKEwi9zbiXgcuKAxV5-AIHHcxBNJkQuwV6BAgLEAk 899 $aBIBLIOTECA DEL DIPARTIMENTO DI LETTERE E BENI CULTURALI$1IT-CE0103$2VAN07 912 $aVAN00279307 950 $aBIBLIOTECA DEL DIPARTIMENTO DI LETTERE E BENI CULTURALI$d07CONS Fa 2365 $e07UBL3898 20240705 996 $aTransport and the Development of the European Economy, 1750?1918$94305097 997 $aUNICAMPANIA