Brownian models of performance and control:
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 p...
Gespeichert in:
Beteilige Person: | |
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Format: | Buch |
Sprache: | Englisch |
Veröffentlicht: |
New York, NY
Cambridge University Press
2013
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Schlagwörter: | |
Zusammenfassung: | 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 |
Beschreibung: | Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface. - Includes bibliographical references and index |
Umfang: | XVII, 190 S. graph. Darst. 24 cm |
ISBN: | 1107018390 9781107018396 |
Internformat
MARC
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100 | 1 | |a Harrison, J. Michael |d 1944- |e Verfasser |0 (DE-588)171368746 |4 aut | |
245 | 1 | 0 | |a Brownian models of performance and control |c J. Michael Harrison |
264 | 1 | |a New York, NY |b Cambridge University Press |c 2013 | |
300 | |a XVII, 190 S. |b graph. Darst. |c 24 cm | ||
336 | |b txt |2 rdacontent | ||
337 | |b n |2 rdamedia | ||
338 | |b nc |2 rdacarrier | ||
500 | |a Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface. - Includes bibliographical references and index | ||
520 | |a 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 | ||
650 | 4 | |a Brownian motion processes | |
650 | 4 | |a Stochastic processes | |
650 | 0 | 7 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastisches Modell |0 (DE-588)4057633-4 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
650 | 0 | 7 | |a Stochastik |0 (DE-588)4121729-9 |2 gnd |9 rswk-swf |
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689 | 1 | 0 | |a Brownsche Bewegung |0 (DE-588)4128328-4 |D s |
689 | 1 | 1 | |a Stochastik |0 (DE-588)4121729-9 |D s |
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883 | 1 | |8 2\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-027183406 |
Datensatz im Suchindex
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any_adam_object | |
author | Harrison, J. Michael 1944- |
author_GND | (DE-588)171368746 |
author_facet | Harrison, J. Michael 1944- |
author_role | aut |
author_sort | Harrison, J. Michael 1944- |
author_variant | j m h jm jmh |
building | Verbundindex |
bvnumber | BV041736724 |
classification_rvk | SK 820 |
ctrlnum | (OCoLC)889637246 (DE-599)BSZ401463303 |
discipline | Mathematik |
format | Book |
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id | DE-604.BV041736724 |
illustrated | Illustrated |
indexdate | 2024-12-20T16:53:53Z |
institution | BVB |
isbn | 1107018390 9781107018396 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027183406 |
oclc_num | 889637246 |
open_access_boolean | |
owner | DE-945 DE-11 DE-19 DE-BY-UBM |
owner_facet | DE-945 DE-11 DE-19 DE-BY-UBM |
physical | XVII, 190 S. graph. Darst. 24 cm |
publishDate | 2013 |
publishDateSearch | 2013 |
publishDateSort | 2013 |
publisher | Cambridge University Press |
record_format | marc |
spelling | Harrison, J. Michael 1944- Verfasser (DE-588)171368746 aut Brownian models of performance and control J. Michael Harrison New York, NY Cambridge University Press 2013 XVII, 190 S. graph. Darst. 24 cm txt rdacontent n rdamedia nc rdacarrier Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface. - Includes bibliographical references and index 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 Brownian motion processes Stochastic processes Brownsche Bewegung (DE-588)4128328-4 gnd rswk-swf Stochastisches Modell (DE-588)4057633-4 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Stochastik (DE-588)4121729-9 gnd rswk-swf Brownsche Bewegung (DE-588)4128328-4 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 Stochastik (DE-588)4121729-9 s 1\p DE-604 Stochastisches Modell (DE-588)4057633-4 s 2\p DE-604 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Harrison, J. Michael 1944- Brownian models of performance and control Brownian motion processes Stochastic processes Brownsche Bewegung (DE-588)4128328-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Stochastik (DE-588)4121729-9 gnd |
subject_GND | (DE-588)4128328-4 (DE-588)4057633-4 (DE-588)4057630-9 (DE-588)4121729-9 |
title | Brownian models of performance and control |
title_auth | Brownian models of performance and control |
title_exact_search | Brownian models of performance and control |
title_full | Brownian models of performance and control J. Michael Harrison |
title_fullStr | Brownian models of performance and control J. Michael Harrison |
title_full_unstemmed | Brownian models of performance and control J. Michael Harrison |
title_short | Brownian models of performance and control |
title_sort | brownian models of performance and control |
topic | Brownian motion processes Stochastic processes Brownsche Bewegung (DE-588)4128328-4 gnd Stochastisches Modell (DE-588)4057633-4 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Stochastik (DE-588)4121729-9 gnd |
topic_facet | Brownian motion processes Stochastic processes Brownsche Bewegung Stochastisches Modell Stochastischer Prozess Stochastik |
work_keys_str_mv | AT harrisonjmichael brownianmodelsofperformanceandcontrol |