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Stochastic disorder problems
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 a...
Autor principal: | Shiryaev, Albert N |
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Lenguaje: | eng |
Publicado: |
Springer
2019
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Materias: | |
Acceso en línea: | https://dx.doi.org/10.1007/978-3-030-01526-8 http://cds.cern.ch/record/2671880 |
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