Optimal stopping and free-boundary problems Goran Peskir and Albert Shiryaev

By: Peskir, GContributor(s): Shiryaev, Albert [Auth.]Material type: Text

TextLanguage: English Series: Lectures in mathematics eth ziirichPublication details: Basel Birkhauser 2006 Description: xxii,500pISBN: 9783764324193Subject(s): FREE-BOUNDARY PROBLEMS | MARKOVIAN APPROACH | STEFAN PROBLEMS | ULTIMATE INTEGRALDDC classification: 517.544

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Book	NISER LIBRARY	517.544 PES-O (Browse shelf(Opens below))	R (REFERENCE)		2364

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Previous	517.54 ZIL-F First course in complex analysis with applications(a)	517.544 AUB-A Approximation of elliptic boundary-value problems	517.544 BAR-S Singular perturbed boundary-value problem	517.544 PES-O Optimal stopping and free-boundary problems	517.544 PET-R Regularity of free boundaries in obstacle-type problems	517.545 FAR-M Moduli Spaces of Riemann Surfaces	517.545 GIR-I Introduction to compact riemann surfaces and dessins d'enfants	Next

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