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Stochastic Disorder Problems / Albert N. Shiryaev
| Stochastic Disorder Problems / Albert N. Shiryaev |
| Autore | Shiryaev, Albert N. |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xix, 397 p. ; 24 cm |
| Soggetto topico |
62Lxx - Sequential statistical methods [MSC 2020]
91B06 - Decision theory [MSC 2020] 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020] 62Cxx - Statistical decision theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] 91A60 - Probabilistic games; gambling [MSC 2020] |
| Soggetto non controllato |
Basic settings of quickest detection problems
Breakdown of a Stationary Regime Brownian Motions Discrete and Continuous Time Disorder on Filtered Probability Spaces Dynamical analysis of statistical data Formulations of quickest detection problems Mathematical Finance Multi-Stage Quickest Detection Optimal stopping rules Optimal stopping times Quantitative Finance Quickest detection problems Solutions of quickest detection problems Stochastic disorder problems |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0127168 |
Shiryaev, Albert N.
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Disorder Problems / Albert N. Shiryaev
| Stochastic Disorder Problems / Albert N. Shiryaev |
| Autore | Shiryaev, Albert N. |
| Pubbl/distr/stampa | Cham, : Springer, 2019 |
| Descrizione fisica | xix, 397 p. ; 24 cm |
| Soggetto topico |
60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
62Cxx - Statistical decision theory [MSC 2020] 62Lxx - Sequential statistical methods [MSC 2020] 91A60 - Probabilistic games; gambling [MSC 2020] 91B06 - Decision theory [MSC 2020] 93-XX - Systems theory; control [MSC 2020] |
| Soggetto non controllato |
Basic settings of quickest detection problems
Breakdown of a Stationary Regime Brownian Motions Discrete and Continuous Time Disorder on Filtered Probability Spaces Dynamical analysis of statistical data Formulations of quickest detection problems Mathematical Finance Multi-Stage Quickest Detection Optimal stopping rules Optimal stopping times Quantitative Finance Quickest detection problems Solutions of quickest detection problems Stochastic disorder problems |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00127168 |
|
Shiryaev, Albert N.
|
||
| Cham, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||