Ebooks d'Albert Shiryaev en PDF

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Télécharger le livre : Optimal Stopping and Free-Boundary Problems
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Optimal Stopping and Free-Boundary Problems
Goran Peskir , Albert Shiryaev
The book aims at disclosing a fascinating connection between optimal stoppingproblems in probability and free-boundary problems in analysis using minimal toolsand focusing on key examples.The general theory of optimal stopping is exposed at thelevel of basic principles...

Editeur : Birkhäuser
Parution : 2006-11-10
Collection : Lectures in Mathematics. ETH Zürich
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137,14 €