| 000 | 02630nam a2200385 i 4500 | ||
|---|---|---|---|
| 001 | CR9781139087698 | ||
| 003 | UkCbUP | ||
| 005 | 20240730160751.0 | ||
| 006 | m|||||o||d|||||||| | ||
| 007 | cr|||||||||||| | ||
| 008 | 110516s2013||||enk o ||1 0|eng|d | ||
| 020 | _a9781139087698 (ebook) | ||
| 020 | _z9781107018396 (hardback) | ||
| 040 |
_aUkCbUP _beng _erda _cUkCbUP |
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| 050 | 0 | 0 |
_aQA274.75 _b.H37 2013 |
| 082 | 0 | 0 |
_a519.2/33 _223 |
| 100 | 1 |
_aHarrison, J. Michael, _d1944- _eauthor. _974568 |
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| 240 | 1 | 0 | _aBrownian motion and stochastic flow systems |
| 245 | 1 | 0 |
_aBrownian models of performance and control / _cJ. Michael Harrison, Stanford University, California. |
| 246 | 3 | _aBrownian Models of Performance & Control | |
| 264 | 1 |
_aCambridge : _bCambridge University Press, _c2013. |
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| 300 |
_a1 online resource (xviii, 190 pages) : _bdigital, PDF file(s). |
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| 336 |
_atext _btxt _2rdacontent |
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| 337 |
_acomputer _bc _2rdamedia |
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| 338 |
_aonline resource _bcr _2rdacarrier |
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| 500 | _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015). | ||
| 500 | _aUpdated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface. | ||
| 505 | 0 | _aBrownian 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. | |
| 520 | _aDirect and to the point, this book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald-Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models. | ||
| 650 | 0 |
_aBrownian motion processes. _974569 |
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| 650 | 0 |
_aStochastic processes. _93246 |
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| 776 | 0 | 8 |
_iPrint version: _z9781107018396 |
| 856 | 4 | 0 | _uhttps://doi.org/10.1017/CBO9781139087698 |
| 942 | _cEBK | ||
| 999 |
_c84166 _d84166 |
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