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Parametri di ricerca comunicati:
Soggetto: MF 60G40 - Stopping times; optimal stopping problems; gambling theory [MSC 2020]
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Autore
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Titolo
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Anno
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Tipo |
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Genere |
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1
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Øksendal, Bernt |
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Applied Stochastic Control of Jump Diffusions
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2019
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Monografia |
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2
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Durrett, Richard |
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Essentials of stochastic processes
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2016
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Monografia |
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3
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Pagès, Gilles |
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Numerical Probability : An Introduction with Applications to Finance
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2018
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Monografia |
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4
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Chow, Yuan Shih |
9780387982281 |
Probability theory : independence, interchangeability, martingales
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1997
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Monografia |
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5
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Prokhorov, Iurii Vasilevich |
9783642081224 |
Probability theory 3. : Stochastic Calculus
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1998
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Monografia |
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6
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Mansuy, Roger |
9783540294078 |
Random times and enlargements of filtrations in a Brownian setting
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2006
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Monografia |
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7
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Shiryaev, Albert N. |
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Stochastic Disorder Problems
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2019
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Monografia |
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8
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Edgar, Gerald A. |
9780521350235 |
Stopping times and directed processes
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1992
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Monografia |
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9
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Chow, Yuan Shih |
9780486666501 |
The theory of optimal stopping
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1991
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Monografia |
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