| Document Type
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BL
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| Record Number
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620395
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| Doc. No
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dltt
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| Main Entry
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Harrison, J. Michael,1944-
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| Title & Author
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Brownian models of performance and control /\ J. Michael Harrison.
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| Page. NO
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xviii, 190 pages ;; 24 cm
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| ISBN
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1107018390
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: 9781107018396
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| Notes
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Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985)--Preface.
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| Bibliographies/Indexes
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Includes bibliographical references and index.
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| Contents
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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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| Subject
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Brownian motion processes.
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| Subject
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Stochastic processes.
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