↓ Skip to main content
What is this page? Embed badge

Stochastic Disorder Problems

Overview of attention for book
Cover of 'Stochastic Disorder Problems'

Table of Contents

  1. Altmetric Badge
    Book Overview
  2. Altmetric Badge
    Chapter 1 Probabilistic-Statistical Models in Quickest Detection Problems. Discrete and Continuous Time
  3. Altmetric Badge
    Chapter 2 Basic Settings and Solutions of Quickest Detection Problems. Discrete Time
  4. Altmetric Badge
    Chapter 3 Optimal Stopping Times. General Theory for the Discrete-Time Case
  5. Altmetric Badge
    Chapter 4 Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation
  6. Altmetric Badge
    Chapter 5 Optimal Stopping Rules. General Theory for the Continuous-Time Case
  7. Altmetric Badge
    Chapter 6 Basic Formulations and Solutions of Quickest Detection Problems. Continuous Time. Models with Brownian Motion
  8. Altmetric Badge
    Chapter 7 Multi-stage Quickest Detection of Breakdown of a Stationary Regime. Model with Brownian Motion
  9. Altmetric Badge
    Chapter 8 Disorder on Filtered Probability Spaces
  10. Altmetric Badge
    Chapter 9 Bayesian and Variational Problems of Hypothesis Testing. Brownian Motion Models
  11. Altmetric Badge
    Chapter 10 Some Applications to Financial Mathematics
Attention for Chapter 5: Optimal Stopping Rules. General Theory for the Continuous-Time Case
Altmetric Badge
Summary
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
Optimal Stopping Rules. General Theory for the Continuous-Time Case
Chapter number 5
Book title
Stochastic Disorder Problems
Published by
Springer, Cham, January 2019
DOI 10.1007/978-3-030-01526-8_5
Book ISBNs
978-3-03-001525-1, 978-3-03-001526-8
Authors

Albert N. Shiryaev, Shiryaev, Albert N.

View on publisher site

This page is provided by Altmetric.