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Optimal Stopping and Free-Boundary Problems - Lectures in Mathematics. ETH Zurich Goran Peskir 2006 edition
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Optimal Stopping and Free-Boundary Problems - Lectures in Mathematics. ETH Zurich
Goran Peskir
Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles.
528 pages, biography
| メディア | 書籍 Hardcover Book (ハードカバー付きの本) |
| リリース済み | 2006年8月16日 |
| ISBN13 | 9783764324193 |
| 出版社 | Birkhauser Verlag AG |
| ページ数 | 502 |
| 寸法 | 163 × 236 × 42 mm · 958 g |
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