adicionar à lista de desejos
Optimal Stopping Rules eBook
idioma: inglês
Editor:
Springer Berlin Heidelberg, setembro de 2007 ‧
ver detalhes do produto
98,71€
10% DESCONTO
CARTÃO
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
DISPONIBILIDADE IMEDIATA
Ebook para ADE
SINOPSE
Develops the general theory of the construction of optimal stopping policies for the case of Markov processes in discrete and continuous time. This work focuses on 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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783540740117 |
| Editor: | Springer Berlin Heidelberg |
| Data de Lançamento: | setembro de 2007 |
| Idioma: | Inglês |
| Tipo de produto: | eBook |
| Formato e Compatibilidade: | PDF para ADE |
| Coleção: | Stochastic Modelling And Applied Probability |
| Classificação Temática: |
eBooks em Inglês
>
Ciências Exatas e Naturais
>
Matemática
|
| EAN: | 9783540740117 |
LIVROS DA MESMA COLEÇÃO
-
10%Numerical Solution Of Stochastic Differential Equations With Jumps In FinanceSPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG148,70€ 10% CARTÃOportes grátis
-
eBook10%Stochastic Differential Equations, Backward Sdes, Partial Differential EquationsSpringer International Publishing158,34€ 10% CARTÃO
-
10%Probability-2SPRINGER-VERLAG NEW YORK INC.60,82€ 10% CARTÃOportes grátis
-
10%ProbabilitySpringer Nature Switzerland AG121,66€ 10% CARTÃOportes grátis