Brownian models of performance and control:

Brownian motion -- Stochastic storage models -- Further analysis of Brownian motion -- Stochastic calculus -- Optimal stopping of Brownian motion -- Reflected Brownian motion -- Optimal control of Brownian motion -- Brownian models of dynamic inference -- Further examples -- Appendix A. Stochastic p...

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Bibliographic Details
Main Author: Harrison, J. Michael 1944- (Author)
Format: Book
Language:English
Published: New York, NY Cambridge University Press 2013
Subjects:
Summary:Brownian motion -- Stochastic storage models -- Further analysis of Brownian motion -- Stochastic calculus -- Optimal stopping of Brownian motion -- Reflected Brownian motion -- Optimal control of Brownian motion -- Brownian models of dynamic inference -- Further examples -- Appendix A. Stochastic processes -- Appendix B. Real analysis
Item Description:Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface. - Includes bibliographical references and index
Physical Description:XVII, 190 S. graph. Darst. 24 cm
ISBN:1107018390
9781107018396

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