Boundary crossing of Brownian motion : its relation to the law of the iterated logarithm and to sequential analysis [monographie] |
| Auteur(s): | Lerche, Hans Rudolf |
| Langue: | anglais |
| Collection: | Lecture notes in statistics, n° 40 |
| Editeur, date d'édition: | Springer, 1986 |
| Ville(s) d'édition: | Berlin (DE), Heidelberg (DE), New York (US) |
| ISBN: | 0-387-96433-9 ; 3-540-96433-9 |
| ISSN: | 0930-0325 |
| Classification MSC: | 60J65 (2000) |
| Notes: | vi ; bibliogr. pp. 135-139 ; index pp. 140-142 ;+ 24 cm ; 142 p. |
| Thèmes: | analyse sequentielle, mouvement brownien, sequential analysis, brownian motion processes |
Exemplaire(s)
| Cote | Retour |
|---|---|
| 72 LER 86 | Disponible |