Brownian Models of Performance and Control
J. Michael (Stanford University, California) Harrison
Cambridge University Press, 2013
78,75 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9781107018396
- ISBN-10
- 1107018390
- Publisher
- Cambridge University Press
- Year
- 2013
- Publication date
- 2013-12-02
- Pages
- 205
- Dimensions
- 237x160x21
- Weight
- 450