Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Stochastic Disorder Problems

Stochastic Disorder Problems

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783030015251
Condition
New
Product Description

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 students interested in probability, decision theory and statistical sequential analysis will find this book useful.

Available Colors
Available Sizes
1 Offer Price Range: $109.00 - $109.00
BEST PRICE

Single Product Purchase

$109.00
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$109.00 $109.00

$109.00
See Site In stock Visit Store

Similar Products

The Venture Capital Industry in Europe

$109.99

Mathematik fr Wirtschaftswissenschaftler

$44.99

Encyclopedia of Food Mycotoxins

$219.99

The Impact of Scale Near-IR Sky Surveys

$39.99

Advances in Cryptology - ASIACRYPT 2004

$54.99

Red and Green and Blue and White by Lee Wind

$17.99

Astronomical Observatories

$119.99

Inventing the Modern Self and John Dewey

$39.99

Adult Stem Cells

$219.99

Whlerwandel und Wechselwahl

$64.99

Industrial Safety Management

$109.99

The Superpowers

$39.99

Corporate Responsibility and Sustainability during the Coronavirus Crisis

$149.00

Excel 2016 for Marketing Statistics

$69.99

Geschlechterdifferenzen Geschlechterdifferenzierungen

$34.99

Corporate Governance in the Banking Sector in China

$84.99

Surgery and Operating Room Innovation

$79.99

Mathematical Principles of Mechanics and Electromagnetism

$39.99

Religion im Fokus der Integrationspolitik

$59.99

Cultural Afterlives and Screen Adaptations of Classic Literature

$39.99

Grundlagen der Anstrichwissenschaft

$49.99

Social Marketing and Sustainable Development Goals (SDGs)

$99.00

The Demons of Science

$84.99

Fallsammlung zum Ordnungswidrigkeitenrecht

$29.99

Descriptive Archaeoastronomy and Ancient Indian Chronology

$34.99

Anthropologies of Medicine

$54.99

Advanced Fingerprint Recognition: From 3D Shape to Ridge Detail

$109.99

Mathematik lernen mit digitalen Medien und forschungsbezogenen Lernumgebungen

$69.99

Oberstufe aus Schlersicht

$69.99

Persistent Object Systems

$54.99

Ronald Johnsons Modernist Collage Poetry

$39.99

Neuroimaging

$169.00

The Electronic Structure of Complex Systems

$39.99

Dynamic Pulsed-Field-Gradient NMR

$169.99

European Solidarity Under Scrutiny

$109.00

Handbook for Automatic Computation

$54.99

Quick & Easy Strategies for Close Reading and Writing

$14.99

Extrapolation and Rational Approximation

$109.99

Advanced Physics of Electron Transport in Semiconductors and Nanostructures

$129.99

Systems Analysis and Simulation II

$109.99