Stochastic Disorder Problems

DOI10.1080/14697688.2020.1778775MaRDI QIDQ5139212zbMATH OpenOpenAlexFDO

Authors Sébastien Lleo

Publication date 7 December 2020

Published in Quantitative Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/14697688.2020.1778775

Mathematics Subject Classification ID

External book reviews (00A17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Fractional processes, including fractional Brownian motion (60G22) Stopping times; optimal stopping problems; gambling theory (60G40) Brownian motion (60J65) Bayesian problems; characterization of Bayes procedures (62C10) Actuarial science and mathematical finance (91G99) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

Cited in

(1)

• scientific article; zbMATH DE number 6675116 (Why is no real title available?)

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