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Brownian Models of Performance and Control
- Editore:
Cambridge University Press
- EAN:
9781107018396
- ISBN:
1107018390
- Pagine:
- 210
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Brownian Models of Performance and Control
This book from one of the field's leaders covers Brownian motion and stochastic calculus at the graduate level, and illustrates the use of that theory in various application domains, emphasizing business and economics. Aimed at non-mathematicians who build and analyze stochastic models, it contains many concrete formulas and worked examples.
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