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Science & Math Books > Statistics Books
Hardcover Optimal Stopping and Free-Boundary Problems Book
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ISBN: 3764324198

ISBN13: 9783764324193

Optimal Stopping and Free-Boundary Problems

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This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral...

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Format: Hardcover

Condition: New

$159.99
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Math Mathematics Science & Math

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