TY  - BOOK
AU  - Harrison,J.Michael
TI  - Brownian models of performance and control
SN  - 9781107018396
U1  - 519.23 23
PY  - 2013///
CY  - New York
PB  - CUP
KW  - Brownian motion processes
KW  - Stochastic processes
N1  - Includes bibliographical references (pages 183-185) and index; 1. Brownian motion -- 
2. Stochastic storage models -- 
3. Further analysis of Brownian motion -- 
4. Stochastic calculus -- 
5. Optimal stopping of 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--
Reference--
Index
N2  - Michael Harrison returns to an important topic in stochastic process theory, and illustrates its many influential applications in business and economics
ER  -