Mendeley出力
＜図書＞
Optimal stopping and free boundary problems
| 責任表示 | Goran Peskir, Albert Shiryaev |
|---|---|
| シリーズ | Lectures in mathematics ETH Zürich |
| データ種別 | 図書 |
| 出版情報 | Basel : Birkhäuser Verlag , c2006 |
| 本文言語 | 英語 |
| 大きさ | xxii, 500 p. : ill. ; 24 cm |
| 概要 | Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using ...inimal tools and key examples the book exposes optimal stopping problems at its basic principles. Disclosing a fascinating connection between optimal stopping problems in probability and free-boundary problems this comprehensive book covers classic methods of solution and more recent ones. Using minimal tools and key examples the book exposes optimal stopping problems at its basic principles. 続きを見る |
| 電子版へのリンク | https://hdl.handle.net/2324/6977832 |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
|---|---|---|---|---|---|---|---|---|---|---|
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: | 理系図3F 数理独自 | PESK/20/1 | 2006 |
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023212006003774 |
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書誌詳細
| 一般注記 | Includes bibliographical references and index |
|---|---|
| 著者標目 | *Peskir, G. (Goran) Shiri︠a︡ev, Alʹbert Nikolaevich |
| 件 名 | LCSH:Optimal stopping (Mathematical statistics) LCSH:Boundary value problems LCSH:Nonlinear integral equations LCSH:Economics, Mathematical |
| 分 類 | LCC:QA279.7 DC22:519.5 |
| 書誌ID | 1001237260 |
| ISBN | 3764324198 |
| NCID | BA78153885 |
| 巻冊次 | ISBN:3764324198 ; XISBN:9783764324193 : eISBN ; ISBN:3764373903 |
| 登録日 | 2009.09.18 |
| 更新日 | 2017.02.18 |