Optimal Stopping and Free-Boundary Problems

Optimal Stopping and Free-Boundary Problems

Author: Goran Peskir

Publisher: Springer Science & Business Media

Published: 2006-11-10

Total Pages: 515

ISBN-13: 3764373903

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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.


Book Synopsis Optimal Stopping and Free-Boundary Problems by : Goran Peskir

Download or read book Optimal Stopping and Free-Boundary Problems written by Goran Peskir and published by Springer Science & Business Media. This book was released on 2006-11-10 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Lecture Notes Series

Lecture Notes Series

Author:

Publisher:

Published: 2001

Total Pages:

ISBN-13:

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Book Synopsis Lecture Notes Series by :

Download or read book Lecture Notes Series written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:


Principles of Optimal Stopping and Free-boundary Problems

Principles of Optimal Stopping and Free-boundary Problems

Author: Goran Peskir

Publisher:

Published: 2001

Total Pages: 108

ISBN-13:

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Book Synopsis Principles of Optimal Stopping and Free-boundary Problems by : Goran Peskir

Download or read book Principles of Optimal Stopping and Free-boundary Problems written by Goran Peskir and published by . This book was released on 2001 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Principles of Optimal Stopping and Free-boundary Problems

Principles of Optimal Stopping and Free-boundary Problems

Author: Goran Peskir

Publisher:

Published: 2006

Total Pages: 500

ISBN-13:

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Book Synopsis Principles of Optimal Stopping and Free-boundary Problems by : Goran Peskir

Download or read book Principles of Optimal Stopping and Free-boundary Problems written by Goran Peskir and published by . This book was released on 2006 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Free Boundary Problems, Theory and Applications

Free Boundary Problems, Theory and Applications

Author: Marek Niezgodka

Publisher: CRC Press

Published: 1996-11-25

Total Pages: 462

ISBN-13: 9780582305939

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Addressing various aspects of nonlinear partial differential equations, this volume contains papers and lectures presented at the Congress on Free boundary Problems, Theory and Application held in Zakopane, Poland in 1995. Topics include existence, uniqueness, asymptotic behavior, and regularity of solutions and interfaces.


Book Synopsis Free Boundary Problems, Theory and Applications by : Marek Niezgodka

Download or read book Free Boundary Problems, Theory and Applications written by Marek Niezgodka and published by CRC Press. This book was released on 1996-11-25 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Addressing various aspects of nonlinear partial differential equations, this volume contains papers and lectures presented at the Congress on Free boundary Problems, Theory and Application held in Zakopane, Poland in 1995. Topics include existence, uniqueness, asymptotic behavior, and regularity of solutions and interfaces.


Optimal Stopping and Free Boundary Problems

Optimal Stopping and Free Boundary Problems

Author: Pierre Lucien Jules Van Moerbeke

Publisher:

Published: 1973

Total Pages: 216

ISBN-13:

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Book Synopsis Optimal Stopping and Free Boundary Problems by : Pierre Lucien Jules Van Moerbeke

Download or read book Optimal Stopping and Free Boundary Problems written by Pierre Lucien Jules Van Moerbeke and published by . This book was released on 1973 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Free Boundary Problems

Free Boundary Problems

Author: A. Bossavit

Publisher:

Published: 1985

Total Pages: 334

ISBN-13:

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Book Synopsis Free Boundary Problems by : A. Bossavit

Download or read book Free Boundary Problems written by A. Bossavit and published by . This book was released on 1985 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Free Boundary Problems

Free Boundary Problems

Author: Ioannis Athanasopoulos

Publisher: Routledge

Published: 2019-11-11

Total Pages: 372

ISBN-13: 1351447130

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Free boundary problems arise in an enormous number of situations in nature and technology. They hold a strategic position in pure and applied sciences and thus have been the focus of considerable research over the last three decades. Free Boundary Problems: Theory and Applications presents the work and results of experts at the forefront of current research in mathematics, material sciences, chemical engineering, biology, and physics. It contains the plenary lectures and contributed papers of the 1997 International Interdisciplinary Congress proceedings held in Crete. The main topics addressed include free boundary problems in fluid and solid mechanics, combustion, the theory of filtration, and glaciology. Contributors also discuss material science modeling, recent mathematical developments, and numerical analysis advances within their presentations of more specific topics, such as singularities of interfaces, cusp cavitation and fracture, capillary fluid dynamics of film coating, dynamics of surface growth, phase transition kinetics, and phase field models. With the implications of free boundary problems so far reaching, it becomes important for researchers from all of these fields to stay abreast of new developments. Free Boundary Problems: Theory and Applications provides the opportunity to do just that, presenting recent advances from more than 50 researchers at the frontiers of science, mathematics, and technology.


Book Synopsis Free Boundary Problems by : Ioannis Athanasopoulos

Download or read book Free Boundary Problems written by Ioannis Athanasopoulos and published by Routledge. This book was released on 2019-11-11 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: Free boundary problems arise in an enormous number of situations in nature and technology. They hold a strategic position in pure and applied sciences and thus have been the focus of considerable research over the last three decades. Free Boundary Problems: Theory and Applications presents the work and results of experts at the forefront of current research in mathematics, material sciences, chemical engineering, biology, and physics. It contains the plenary lectures and contributed papers of the 1997 International Interdisciplinary Congress proceedings held in Crete. The main topics addressed include free boundary problems in fluid and solid mechanics, combustion, the theory of filtration, and glaciology. Contributors also discuss material science modeling, recent mathematical developments, and numerical analysis advances within their presentations of more specific topics, such as singularities of interfaces, cusp cavitation and fracture, capillary fluid dynamics of film coating, dynamics of surface growth, phase transition kinetics, and phase field models. With the implications of free boundary problems so far reaching, it becomes important for researchers from all of these fields to stay abreast of new developments. Free Boundary Problems: Theory and Applications provides the opportunity to do just that, presenting recent advances from more than 50 researchers at the frontiers of science, mathematics, and technology.


Corrected Random Walk Approximations to Free Boundary Problems in Optimal Stopping

Corrected Random Walk Approximations to Free Boundary Problems in Optimal Stopping

Author: T. L. Lai

Publisher:

Published: 2005

Total Pages: 33

ISBN-13:

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Book Synopsis Corrected Random Walk Approximations to Free Boundary Problems in Optimal Stopping by : T. L. Lai

Download or read book Corrected Random Walk Approximations to Free Boundary Problems in Optimal Stopping written by T. L. Lai and published by . This book was released on 2005 with total page 33 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Free Boundary Problems

Free Boundary Problems

Author: Antonio Fasano

Publisher: Pitman Advanced Publishing Program

Published: 1983

Total Pages: 346

ISBN-13:

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Book Synopsis Free Boundary Problems by : Antonio Fasano

Download or read book Free Boundary Problems written by Antonio Fasano and published by Pitman Advanced Publishing Program. This book was released on 1983 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: