All ebooks by Albert Shiryaev in PDF

1 Book(s)


Add to my wish list 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... Publication date: 2006-11-10 Format: PDF Publisher: Birkhäuser Collection: Lectures in Mathematics. ETH Zürich Add to basket £119,50

Add to my wish list

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...

Publication date: 2006-11-10

Format: PDF

Publisher: Birkhäuser

Collection: Lectures in Mathematics. ETH Zürich

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£119,50

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