Brownian Motion and Stochastic Flow Systems

 
9780894644559: Brownian Motion and Stochastic Flow Systems
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Here is a systematic discussion of Brownian motion and Ito stochastic calculus. Develops the mathematical methods needed to analyze stochastic processes related to Brownian motion and shows how these methods are used to model and analyze various stochastic flow systems such as queueing and inventory systems. Emphasizes stochastic calculus and models used in engineering, economics, and operations research. Topics include stochastic models of buffered flow, the backward and forward equations, hitting time problems, regulated Brownian motion, optimal control of Brownian motion, and optimizing flow system performance.

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9780471819394: Brownian Motion and Stochastic Flow Systems (Wiley Series in Probability and Statistics)

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ISBN 10: 0471819395 ISBN 13: 9780471819394
Publisher: Wiley, 1985
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Harrison, J. Michael:
Published by Krieger Publishing Company (1990)
ISBN 10: 0894644556 ISBN 13: 9780894644559
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Petra Gros
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Book Description Krieger Publishing Company, 1990. gebundene Ausgabe. Condition: Gut. 140 Seiten; Das hier angebotene Buch stammt aus einer teilaufgelösten wissenschaftlichen Bibliothek und trägt die entsprechenden Kennzeichnungen (Rückenschild, Instituts-Stempel.); Schnitt und Einband sind etwas staubschmutzig; der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Text in ENGLISCHER Sprache! Sprache: Englisch Gewicht in Gramm: 400. Seller Inventory # 1614657

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