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Stochastic Disorder Problems

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Cover of 'Stochastic Disorder Problems'

Table of Contents

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    Book Overview
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    Chapter 1 Probabilistic-Statistical Models in Quickest Detection Problems. Discrete and Continuous Time
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    Chapter 2 Basic Settings and Solutions of Quickest Detection Problems. Discrete Time
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    Chapter 3 Optimal Stopping Times. General Theory for the Discrete-Time Case
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    Chapter 4 Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation
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    Chapter 5 Optimal Stopping Rules. General Theory for the Continuous-Time Case
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    Chapter 6 Basic Formulations and Solutions of Quickest Detection Problems. Continuous Time. Models with Brownian Motion
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    Chapter 7 Multi-stage Quickest Detection of Breakdown of a Stationary Regime. Model with Brownian Motion
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    Chapter 8 Disorder on Filtered Probability Spaces
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    Chapter 9 Bayesian and Variational Problems of Hypothesis Testing. Brownian Motion Models
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    Chapter 10 Some Applications to Financial Mathematics
Attention for Chapter 4: Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation
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Chapter title
Optimal Stopping Rules. General Theory for the Discrete-Time Case in the Markov Representation
Chapter number 4
Book title
Stochastic Disorder Problems
Published by
Springer, Cham, January 2019
DOI 10.1007/978-3-030-01526-8_4
Book ISBNs
978-3-03-001525-1, 978-3-03-001526-8
Authors

Albert N. Shiryaev, Shiryaev, Albert N.

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