؛J. Michael Harrison, Stanford University, California.
صفحه شمار:
xviii, 190 pages
ابعاد :
24 cm.
شابک/شاپا
978-1-10-701839-6
یادداشت
Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface.
Includes bibliographical references (pages 183-185) and index.
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.
