Brownian Models of Performance and Control

ISBN: 9781107496446 出版年：2013 页码：210 Harrison, J Michael Cambridge University Press

1. Brownian motion 2. Stochastic storage models 3. Further analysis of Brownian motion 4. Stochastic calculus 5. Optimally stopping a 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.