Stochastic Disorder Problems / Albert N. Shiryaev

• Autore: Shiryaev, Albert N.
• Pubblicazione: Cham, : Springer, 2019
• Titolo uniforme: Stochastic Disorder Problems
• 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
• Titolo autorizzato: Stochastic Disorder Problems
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0127168
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-030-01526-8
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 93