Optimal stopping and free-boundary problems / Goran Peskir, Albert Shiryaev
Type de document : Livre numériqueCollection : Lectures in mathematics ETH ZurichLangue : anglais.Éditeur : Boston : Birkhäuser, 2006ISBN: 9783764373900.Sujet MSC : 60G40, Probability theory and stochastic processes, Stopping times; optimal stopping problems; gambling theory35R35, Miscellaneous topics in partial differential equations, Free boundary problems for PDEs
45G10, Nonlinear integral equations, Other nonlinear integral equations
62L15, Sequential statistical methods, Optimal stopping in statistics
62C10, Statistical decision theory, Bayesian problems; characterization of Bayes proceduresEn-ligne : Springerlink | MSN | zbMath
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