Optimal Stopping and Free-Boundary Problems PDF Download
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Author: Goran Peskir
Publisher: Springer Science & Business Media
ISBN: 3764373903
Category : Mathematics
Languages : en
Pages : 515
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Book Description
This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
Author: Goran Peskir
Publisher: Springer Science & Business Media
ISBN: 3764373903
Category : Mathematics
Languages : en
Pages : 515
Get Book Here
Book Description
This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
Author: Chih-i
Publisher: Shambhala Publications
ISBN: 1570622752
Category : Religion
Languages : en
Pages : 225
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Book Description
"Stopping" and "seeing" are sometimes referred to as the yin and yang of Buddhist meditation—complementary twin halves of a unified whole. In essence, "stopping and seeing" refers to stopping delusion and seeing truth, processes back to basic Buddhist practice. One of the most comprehensive manuals written on these two essential points of Buddhist meditation is "The Great Stopping and Seeing," a monumental work written by sixth-century Buddhist master Chih-i. Stopping and Seeing, the first translation of this essential text, covers the principles and methods of a wide variety of Buddhist meditation techniques and provides an in-depth presentation of the dynamics of these practices.
Author: Albert N. Shiryaev
Publisher: Springer Science & Business Media
ISBN: 3540740112
Category : Mathematics
Languages : en
Pages : 228
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Book Description
Although three decades have passed since the first publication of this book, it is reprinted now as a result of popular demand. The content remains up-to-date and interesting for many researchers as is shown by the many references to it in current publications. The author is one of the leading experts of the field and gives an authoritative treatment of a subject.
Author: David Kundtz
Publisher: Conari Press
ISBN: 9781573241090
Category : Self-Help
Languages : en
Pages : 290
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Book Description
Suggests stopping--the practice of doing nothing for a definite period of time--as a source of spiritual renewal and means of coping with the stresses of modern life
Author: Georgy Sofronov
Publisher: CRC Press
ISBN: 1040228925
Category : Mathematics
Languages : en
Pages : 376
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Book Description
This book presents the theory of rational decisions involving the selection of stopping times in observed discrete-time stochastic processes, both by single and multiple decision-makers. Readers will become acquainted with the models, strategies, and applications of these models. It begins with an examination of selected models framed as stochastic optimization challenges, emphasizing the critical role of optimal stopping times in sequential statistical procedures. The authors go on to explore models featuring multiple stopping and shares on leading applications, particularly focusing on change point detection, selection problems, and the nuances of behavioral ecology. In the following chapters, an array of perspectives on model strategies is presented, elucidating their interpretation and the methodologies underpinning their genesis. Essential notations and definitions are introduced, examining general theorems about solution existence and structure, with an intricate analysis of optimal stopping predicaments and addressing crucial multilateral models. The reader is presented with the practical application of models based on multiple stopping within stochastic processes. The coverage includes a diverse array of domains, including sequential statistics, finance, economics, and the broader generalization of the best-choice problem. Additionally, it delves into numerical and asymptotic solutions, offering a comprehensive exploration of optimal stopping quandaries. The book will be of interest to researchers and practitioners in fields such as economics, finance, and engineering. It could also be used by graduate students doing a research degree in insurance, economics or business analytics or an advanced undergraduate course in mathematical sciences.
Author: J.F. Ziegler
Publisher: Elsevier
ISBN: 1483100960
Category : Science
Languages : en
Pages : 324
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Book Description
Hydrogen: Stopping Powers and Ranges in All Elements, Volume 3 of The Stopping and Ranges of Ions in Matter, provides a nearly complete presentation of absolute experimental energy loss data for hydrogen over the energy range 10 keV
Author: David Kundtz
Publisher: Mango Media Inc.
ISBN: 1642504408
Category : Self-Help
Languages : en
Pages : 170
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Book Description
Coping Skills for Dealing with the Overwhelming Responsibilities of Life “An elegant, powerful, and simple tool for finding serenity. Just what the world needs right now.” ?Richard Carlson, author of Don't Sweat the Small Stuff We are always on the go. Balancing work, family, friends, and everything in between is a routine of running and never stopping─a cycle that can be tiring. We forget the beauty of the smaller moments and sometimes we forget to stop and use our coping skills. Stopping is a gift to yourself. Knowing when to breathe and regain a clearer vision of yourself and your surroundings helps give you a fresh perspective and an inner balance meant to help you feel in control of the bigger things. Who are you? What are your true priorities? Your responsibilities may have taken over and are preventing you from living to your fullest potential. Dr. Kundtz gives you insight into key questions you should be asking. Stop whatever you’re doing and enjoy the sunrise. Big things can grab your attention but don’t forget to turn around and find the serenity in stillness─the peace in a deep breath, and the happiness in remembering who you are. With this valuable guide learn to: Connect with the spiritual aspects of your life Practice mindfulness and reduce stress Acknowledge when it becomes too much and take a step back Use proper coping skills to create healthier habits If you enjoyed books like The Way of Integrity, Giving Grief Meaning, I Am Invincible, Time Management for Mortals, or The Road Less Traveled, then you’ll love The Art of Stopping.
Author: Dennis Wong
Publisher: Routledge
ISBN: 1351445820
Category : Mathematics
Languages : en
Pages : 129
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Book Description
Provides mathematicians and applied researchers with a well-developed framework in which option pricing can be formulated, and a natural transition from the theory of optimal stopping problems to the valuation of different kinds of options. With the introduction of generalized optimal stopping theory, a unifying approach to option pricing is presented.
Author: National Committee on Radiation Protection and Measurements (U.S.). Stopping Power Study Group
Publisher:
ISBN:
Category : Ionization chambers
Languages : en
Pages : 100
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Book Description
Author: Gerald A. Edgar
Publisher: Cambridge University Press
ISBN: 0521350239
Category : Mathematics
Languages : en
Pages : 446
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Book Description
A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.
