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Brownian Models of Performance and Control

J. Michael Harrison
Publisher: 
Cambridge University Press
Publication Date: 
2014
Number of Pages: 
190
Format: 
Hardcover
Price: 
60.00
ISBN: 
9781107018396
Category: 
Textbook
We do not plan to review this book.

1. Brownian motion
2. Stochastic storage models
3. Further analysis of Brownian motion
4. Stochastic calculus
5. Optimally stopping a Brownian motion
6. Reflected Brownian motion
7. Optimal control of Brownian motion
8. Brownian models of dynamic inference
9. Further examples
Appendix A. Stochastic processes
Appendix B. Real analysis.

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