Brownian models of performance and control /
Harrison, J. Michael,1944-author.
Harrison, J. Michael,1944-Brownian motion and stochastic flow systems.
Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985)--Preface.
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.
Includes bibliographical references and index.
Brownian motion processes.
Stochastic processes.