Brownian models of performance and control
Brownian motionStochastic 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 proce...
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| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
New York, NY
Cambridge University Press
2013
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| Schlagworte: | |
| Online Zugang: | Verlagsangaben Autorenbiografie Verlagsangaben Inhaltsverzeichnis Autorenbiografie Inhaltstext |
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Tag hinzufügen | Zusammenfassung: | Brownian motionStochastic 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. 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 |
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| Beschreibung: | Includes bibliographical references and index Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface. - Includes bibliographical references and index |
| Beschreibung: | XVII, 190 S. graph. Darst. 24 cm |
| ISBN: | 1107018390 1-107-01839-0 9781107018396 978-1-107-01839-6 |