书目详细信息
： Brownian models of performance and control /
书目信息 机读格式(MARC)
| ISBN： | 9781107018396 |
|---|---|
| 编目源： | YDXCP YDXC NDB UKMGB DLC SCT |
| 个人名称： | Harrison, J. Michael,1944- |
| 题名： | Brownian models of performance and control / J. Michael Harrison, Stanford University, California. |
| 索书号： | O552.1/H323E |
| 载体形态： | xvii, 190 pages : illustrations ; 24 cm. |
| 一般附注： | Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985)--Preface. |
| 书目附注： | Includes bibliographical references (pages 183-185) and index. |
| 格式化内容附注： | 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. |