| 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. |