SLAY
发表于 2025-3-25 05:34:08
Some Applications to Financial Mathematics, . a Brownian motion with change-of-trend disorder. (Related, but different from the one treated here, is the model where the volatility (.) undergoes a jump. Such models are known as . models.)Another appropriate name for the model (10.1) is that of . (with initial condition . = 0; compare with [.,
孤僻
发表于 2025-3-25 10:16:24
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倒转
发表于 2025-3-25 11:39:01
Optimal Stopping Times. General Theory for the Discrete-Time Case,pping time problems and eventually lead to the construction of a theory of optimal stopping rules, the results of which are essential in dealing with the quickest detection problems we are considering.
利用
发表于 2025-3-25 18:08:43
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木质
发表于 2025-3-25 21:56:04
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Instinctive
发表于 2025-3-26 02:00:51
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LEVER
发表于 2025-3-26 07:54:22
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协奏曲
发表于 2025-3-26 09:21:14
Basic Settings and Solutions of Quickest Detection Problems. Discrete Time,. At the outset we will assume that with the original probabilistic-statistical experiment ., where . there are associated “.-models” and “.-models” (Sects. . and .).
noxious
发表于 2025-3-26 15:47:49
Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation,. Recall that the problems concerning optimal stopping and optimal stopping rules considered above were stated as follows.
FLIP
发表于 2025-3-26 18:58:42
Optimal Stopping Rules. General Theory for the Continuous-Time Case,. We assume that there are given a filtered probability space . and a family of stochastic processes ., where .. will be interpreted as the . if the stopping occurs at the time ..