Description: This is a 1990 reprint of the 1985 edition of the book. A systematic discussion of Brownian motion and Ito stochastic calculus. Develops the mathematical methods needed to analyze stochastic processes related to Brownian motion and shows how these methods are used to model and analyze various stochastic flow systems such as queueing and inventory systems. Emphasizes stochastic calculus and models used in engineering, economics, and operations research. Topics include stochastic models of buffered flow, the backward and forward equations, hitting time problems, regulated Brownian motion, optimal control of Brownian motion, and optimizing flow system performance. PROCEEDS BENEFIT OUR LOCAL LIBRARY PROGRAMS - THANK YOU! Please visit our store for more titles. https://www.ebay.com/usr/friendsofthepaloaltolibrary
Price: 72 USD
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Restocking Fee: No
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 30 Days
Refund will be given as: Money Back
Series: Wiley Series in Probability and Statistics Ser.
Book Title: Brownian Motion and Stochastic Flow Systems Hardcover J. Michael
Educational Level: Adult & Further Education
Personalized: No
Level: Advanced
Item Length: 3.7in.
Country/Region of Manufacture: United States
Item Width: 1.6in.
Item Weight: 14 Oz
Author: J. Michael Harrison
Publication Name: Brownian Motion and Stochastic Flow Systems
Format: Hardcover
Language: English
Features: Reprint
Subject: Probability & Statistics / Stochastic Processes, Chemistry / General
Publisher: Krieger Publishing Company
Publication Year: 1990
Type: Textbook
Subject Area: Science, Mathematics
Number of Pages: 164 Pages
