Some results associated with random walks
In this thesis we treat three problems from the theory and applications of random walks. The first question we tackle is from the theory of the optimal stopping of random walks. We solve the infinite-horizon optimal stopping problem for a class of reward functions admitting a representation introduc...
| Main Author: | |
|---|---|
| Published: |
University of Nottingham
2010
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.537670 |