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Brownian models of performance and control

Author: J Michael Harrison
Publisher: New York, NY : Cambridge University Press, 2013.
Edition/Format:   eBook : Document : EnglishView all editions and formats
Summary:

Michael Harrison returns to an important topic in stochastic process theory, and illustrates its many influential applications in business and economics.

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Genre/Form: Electronic books
Additional Physical Format: Print version:
Harrison, J. Michael, 1944-
Brownian models of performance and control.
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: J Michael Harrison
ISBN: 113908769X 9781139087698 1107018390 9781107018396
OCLC Number: 869526470
Description: 1 online resource (xviii, 190 pages .)
Contents: 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.
Responsibility: J. Michael Harrison.

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