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Optimal Stopping and Free-Boundary Problems

The present monograph, based mainly on studies of the authors and their - authors, and also on le...

Optimal Stopping Rules

Along with conventional problems of statistics and probability, the - vestigation of problems occ...

STATISTICAL EXPERIMENTS & DECISIONS (V8)

Prokhorov and Contemporary Probability Theory

The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the the...

ESSENTIALS OF STOCHASTIC FINANCE... (V3)

Stochastic Finance

Since the pioneering work of Black, Scholes, and Merton in the field of financial mathematics,...

Mathematical Control Theory and Finance

Control theory provides a large set of theoretical and computational tools with applications in a...

Probability

In the Preface to the first edition, originally published in 1980, we mentioned that this book wa...

Problems in Probability

For the first two editions of the book Probability (GTM 95), each chapter included a comprehensiv...

Probability-1

This book contains a systematic treatment of probability from the ground up, starting with intuit...

CHANGE TIME & MEASURE (2ND ED)

Change of Time and Change of Measure provides a comprehensive account of two topics that are of p...

CHANGE TIME & MEASURE

Change of Time and Change of Measure provides a comprehensive account of two topics that are of p...