Brownian models of performance and control
Auteur :
Harrison, J. Michael
Éditeur :
Cambridge University Press
ISBN :
9781107018396
Date de publication :
2 déc. 2013
Dimensions :
23,5 x 15,8 x 2,0 cm
Poids :
450 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.