Stochastic Disorder Problems - Probability Theory and Stochastic Modelling
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer International Publishing

9783030015251, 9783030015268

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Some Applications to Financial Mathematics

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_10 ◽

2019 ◽

pp. 367-388

Author(s):

Albert N. Shiryaev

Keyword(s):

Financial Mathematics

Disorder on Filtered Probability Spaces

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_8 ◽

2019 ◽

pp. 239-275

Author(s):

Albert N. Shiryaev

Keyword(s):

Probability Spaces

Basic Formulations and Solutions of Quickest Detection Problems. Continuous Time. Models with Brownian Motion

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_6 ◽

2019 ◽

pp. 139-216

Author(s):

Albert N. Shiryaev

Keyword(s):

Brownian Motion ◽

Continuous Time ◽

Quickest Detection ◽

Continuous Time Models

Multi-stage Quickest Detection of Breakdown of a Stationary Regime. Model with Brownian Motion

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_7 ◽

2019 ◽

pp. 217-237

Author(s):

Albert N. Shiryaev

Keyword(s):

Brownian Motion ◽

Stationary Regime ◽

Quickest Detection ◽

Multi Stage

Optimal Stopping Rules. General Theory for the Continuous-Time Case

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_5 ◽

2019 ◽

pp. 93-137

Author(s):

Albert N. Shiryaev

Keyword(s):

General Theory ◽

Optimal Stopping ◽

Continuous Time ◽

Stopping Rules ◽

Optimal Stopping Rules

Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_4 ◽

2019 ◽

pp. 75-91

Author(s):

Albert N. Shiryaev

Keyword(s):

General Theory ◽

Discrete Time ◽

Optimal Stopping ◽

Stopping Rules ◽

Optimal Stopping Rules ◽

Discrete Time Case

Basic Settings and Solutions of Quickest Detection Problems. Discrete Time

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_2 ◽

2019 ◽

pp. 13-56

Author(s):

Albert N. Shiryaev

Keyword(s):

Discrete Time ◽

Quickest Detection

Probabilistic-Statistical Models in Quickest Detection Problems. Discrete and Continuous Time

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_1 ◽

2019 ◽

pp. 1-12

Author(s):

Albert N. Shiryaev

Keyword(s):

Continuous Time ◽

Statistical Models ◽

Quickest Detection

Optimal Stopping Times. General Theory for the Discrete-Time Case

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_3 ◽

2019 ◽

pp. 57-73 ◽

Cited By ~ 1

Author(s):

Albert N. Shiryaev

Keyword(s):

General Theory ◽

Discrete Time ◽

Optimal Stopping ◽

Stopping Times ◽

Discrete Time Case ◽

Optimal Stopping Times

Bayesian and Variational Problems of Hypothesis Testing. Brownian Motion Models

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-030-01526-8_9 ◽

2019 ◽

pp. 277-366

Author(s):

Albert N. Shiryaev

Keyword(s):

Brownian Motion ◽

Hypothesis Testing ◽

Variational Problems ◽

Motion Models

Stochastic Disorder Problems - Probability Theory and Stochastic ModellingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer International Publishing

Some Applications to Financial Mathematics

Disorder on Filtered Probability Spaces

Basic Formulations and Solutions of Quickest Detection Problems. Continuous Time. Models with Brownian Motion

Multi-stage Quickest Detection of Breakdown of a Stationary Regime. Model with Brownian Motion

Optimal Stopping Rules. General Theory for the Continuous-Time Case

Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation

Basic Settings and Solutions of Quickest Detection Problems. Discrete Time

Probabilistic-Statistical Models in Quickest Detection Problems. Discrete and Continuous Time

Optimal Stopping Times. General Theory for the Discrete-Time Case

Bayesian and Variational Problems of Hypothesis Testing. Brownian Motion Models

Stochastic Disorder Problems - Probability Theory and Stochastic Modelling
Latest Publications