Anbieter: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Deutschland
EUR 19,00
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbXIX, 397 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
EUR 135,08
Währung umrechnenAnzahl: Mehr als 20 verfügbar
In den WarenkorbZustand: New. In English.
Verlag: Springer International Publishing, 2019
ISBN 10: 3030015254 ISBN 13: 9783030015251
Sprache: Englisch
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
EUR 139,09
Währung umrechnenAnzahl: 1 verfügbar
In den WarenkorbBuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in information systems and in the design of defense methods against cyber-attacks. The author shows that the majority of quickest detection problems can be reformulated as optimal stopping problems where the stopping time is the moment the occurrence of disorder is signaled. Thus, considerable attention is devoted to the general theory of optimal stopping rules, and to its concrete problem-solving methods.The exposition covers both the discrete time case, which is in principle relatively simple and allows step-by-step considerations, and the continuous-time case, which often requires more technical machinery such as martingales, supermartingales, and stochastic integrals. There is a focus on the well-developed apparatus of Brownian motion, which enables the exact solution of many problems. The last chapter presents applications to financial markets.Researchers and graduate studentsinterested in probability, decision theory and statistical sequential analysis will find this book useful.
EUR 196,28
Währung umrechnenAnzahl: 2 verfügbar
In den WarenkorbHardcover. Zustand: Brand New. 397 pages. 9.25x6.25x1.00 inches. In Stock.
EUR 228,98
Währung umrechnenAnzahl: 15 verfügbar
In den WarenkorbZustand: New.