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Optimal Stopping And Free-Boundary Problems

by Albert Shiryaev e Goran Peskir
language: english
Publisher: BIRKHAUSER VERLAG AG, August of 2006 ‧
162,21€
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Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles.

Optimal Stopping And Free-Boundary Problems

by Albert Shiryaev e Goran Peskir

Property Description
ISBN: 9783764324193
Publisher: BIRKHAUSER VERLAG AG
Release Date: August of 2006
Language: English
Cover: Hardcover
Pages: 502
Format: Book
Collection: Lectures In Mathematics. Eth Zurich
Categories: Books in English > Science > Mathematics
EAN: 9783764324193