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Stopping Time: Stochastic Process, Optional Stopping Theorem, Random Variable, Decision Theory, Filtration, Index Set, Martingale, Local Martingale -

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2026-03-22
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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, in particular in the study of stochastic processes, a stopping time is a specific type of "random time". The theory of stopping rules and stopping times can be analysed in probability and statistics, notably in the optional stopping theorem. Also, stopping ti ... Pilns apraksts

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Aprašymas

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In probability theory, in particular in the study of stochastic processes, a stopping time is a specific type of "random time". The theory of stopping rules and stopping times can be analysed in probability and statistics, notably in the optional stopping theorem. Also, stopping times are frequently applied in mathematical proofs, to "tame the continuum of time", as Chung so nicely put it in his book.

Vairāk informācijas

Izdevējs OmniScriptum
Izlaides gads 2026
Vāka tips Mīkstais vāks
EAN 9786130363659
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109,28 € 182,14 €