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

MAA Review
Table of Contents

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.

Tags:

Brownian Motion