Télécharger le livre :  Optimal Stopping and Free-Boundary Problems

The book aims at disclosing a fascinating connection between optimal stoppingproblems in probability and free-boundary problems in analysis using minimal toolsand focusing on key examples.The general theory of optimal stopping is exposed at thelevel of basic principles...
Editeur : Birkhäuser
Parution : 2006-11-10
Collection : Lectures in Mathematics. ETH Zürich
Format(s) : PDF
137,14

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