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Titlebook: Stochastic Disorder Problems; Albert N. Shiryaev Book 2019 Springer Nature Switzerland AG 2019 93-XX, 60G40, 62Cxx, 62L10, 62L15, 91A60, 9

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书目名称Stochastic Disorder Problems
编辑Albert N. Shiryaev
视频videohttp://file.papertrans.cn/878/877920/877920.mp4
概述Provides the theory and methods to solve stochastic quickest detection tasks in disorder problems.Shows that most quickest detection problems can be reformulated as optimal stopping problems.Examines
丛书名称Probability Theory and Stochastic Modelling
图书封面Titlebook: Stochastic Disorder Problems;  Albert N. Shiryaev Book 2019 Springer Nature Switzerland AG 2019 93-XX, 60G40, 62Cxx, 62L10, 62L15, 91A60, 9
描述.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 pr
出版日期Book 2019
关键词93-XX, 60G40, 62Cxx, 62L10, 62L15, 91A60, 91B06; dynamical analysis of statistical data; stochastic di
版次1
doihttps://doi.org/10.1007/978-3-030-01526-8
isbn_ebook978-3-030-01526-8Series ISSN 2199-3130 Series E-ISSN 2199-3149
issn_series 2199-3130
copyrightSpringer Nature Switzerland AG 2019
The information of publication is updating

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Albert N. Shiryaevd, her cleavage prominent and knee-length skirt riding high up stockingless thigh. Finally, the caption that has supplied me with my title, ‘She matched his violence with her own wild passion’, accompanies the image of Christie, distinctly ., in the arms of a certainly shirtless and possibly naked T
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Albert N. Shiryaevd, her cleavage prominent and knee-length skirt riding high up stockingless thigh. Finally, the caption that has supplied me with my title, ‘She matched his violence with her own wild passion’, accompanies the image of Christie, distinctly ., in the arms of a certainly shirtless and possibly naked T
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Albert N. Shiryaev but in circumstances decidedly not of their choosing. Indeed, to borrow a phrase from Marx, those circumstances ‘weigh[ed] like a nightmare on the brain of the living’.. Under the pressures of the democratic revolution, ties of mutual loyalty among equal citizens had come to have an important role
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ssible to understand U.S. Latina literature without taking into consideration the histories and cultures of Latin America, the volume will, through its organization, argue for a more globalized type of analysis which considers the similarities as well as the differences in U.S. and Latin American wo
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2199-3130 equires 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 pr978-3-030-01526-8Series ISSN 2199-3130 Series E-ISSN 2199-3149
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