Brownian models of performance and control

التفاصيل البيبلوغرافية
العنوان: Brownian models of performance and control
المؤلفون: Harrison, J. Michael, 1944-
المساهمون: Harrison, J. Michael, 1944- Brownian motion and stochastic flow systems.
سنة النشر: 2013
وصف مادي: 1 online resource (1 v.)
مصطلحات موضوعية: Brownian motion processes., Stochastic processes.
ملاحظة حول المحتويات: 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.
Original Identifier: ocn887742545
QA274.75 .H37 2013
نوع الوثيقة: Book
اللغة: English
ردمك: 978-1-107-01839-6
1-107-01839-0
حقوق: This record is part of the Harvard Library Bibliographic Dataset, which is provided by the Harvard Library under its Bibliographic Dataset Use Terms and includes data made available by, among others, OCLC Online Computer Library Center, Inc. and the Library of Congress.
ملاحظات: Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface.

Includes bibliographical references and index.
رقم الأكسشن: edshlc.014170453.5
قاعدة البيانات: Harvard Library Bibliographic Dataset
الوصف
ردمك:9781107018396
1107018390