Format:
XVII, 190 S. :
,
graph. Darst. ;
,
24 cm.
ISBN:
1-107-01839-0
,
978-1-107-01839-6
Content:
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
Note:
Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface. - Includes bibliographical references and index
Language:
English
Subjects:
Mathematics
Keywords:
Brownsche Bewegung
;
Stochastischer Prozess
;
Brownsche Bewegung
;
Stochastik
;
Stochastisches Modell
