Stochastic disorder problems
Shiryaev, Albert N.

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  • Stochastic disorder problems
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Stochastic disorder problems/ by Albert N. Shiryaev.
    作者: Shiryaev, Albert N.
    出版者: Cham :Springer International Publishing : : 2019.,
    面頁冊數: xix, 397 p. :ill., digital ;24 cm.
    內容註: Preface -- Introduction -- Probabilistic-Statistical Models in Quickest Detection Problems. Discrete and Continuous Time -- Basic Settings and Solutions of Quickest Detection Problems. Discrete Time -- Optimal Stopping Times. General Theory for the Discrete-Time Case -- Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation -- Optimal Stopping Rules. General Theory for the Continuous-Time Case -- Basic Formulations and Solutions of Quickest Detection Problems. Continuous-Time. Models with Brownian motion -- Multi-Stage Quickest Detection of Breakdown of a Stationary Regime. Model with Brownian Motion -- Disorder on Filtered Probability Spaces -- Bayesian and Variational Problems of Hypothesis Testing. Brownian Motion Models -- Applications to Financial Mathematics -- References -- Term Index -- Notation Index.
    Contained By: Springer eBooks
    標題: Stochastic analysis. -
    電子資源: https://doi.org/10.1007/978-3-030-01526-8
    ISBN: 9783030015268
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