[PDF.59vc] Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)

Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)

[PDF.on19] Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)

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 | #2385441 in Books |  2006-09-25 | Original language:English | PDF # 1 |  9.21 x1.13 x6.14l,2.00 | File type: PDF | 502 pages

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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 equations. A chapter on ...

You easily download any file type for your device.Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)   |  Goran Peskir, Albert Shiryaev. Which are the reasons I like to read books. Great story by a great author.

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