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Brownian motion and stochastic flow systems / J. Michael Harrison

Auteur principal : Harrison, J. Michael, 1944-, AuteurType de document : MonographieLangue : anglais.Pays : Etats Unis.Éditeur : Malabar : Robert E. Krieger, 1990Description : 1 vol. (140 p.) : ill. ; 24 cmISBN : 9780894644559.Bibliographie : Includes bibliographical references.Sujet MSC : 60J65, Probability theory and stochastic processes -- Markov processes, Brownian motion
60H05, Probability theory and stochastic processes -- Stochastic analysis, Stochastic integrals
60H10, Probability theory and stochastic processes -- Stochastic analysis, Stochastic ordinary differential equations
93E20, Systems theory; control -- Stochastic systems and control, Optimal stochastic control
90Bxx, Operations research, mathematical programming, Operations research and management science
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60 HAR (Browse shelf) Available 10709-01

Reprint. Originally published: New York : Wiley, c1985

Includes bibliographical references

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