Stochastic Disorder Problems

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This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in info...

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This monograph focuses on those stochastic quickest detection tasks in disorder problems that arise in the dynamical analysis of statistical data. These include quickest detection of randomly appearing targets, of spontaneously arising effects, and of arbitrage (in financial mathematics). There is also currently great interest in quickest detection methods for randomly occurring intrusions in info...

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  • Formats: pdf
  • ISBN: 9783030015268
  • Publication Date: 12 Mar 2019
  • Publisher: Springer International Publishing
  • Product language: English
  • Drm Setting: DRM