عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
1107018390
9781107018396
dltt
Brownian models of performance and control /
[Book]
J. Michael Harrison.
xviii, 190 pages ;
24 cm
Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985)--Preface.
Includes bibliographical references 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.
0
Brownian motion processes.
Stochastic processes.
Harrison, J. Michael,1944-
20140503043600.0
مطالعه متن کتاب [Book]
Y
