Here is 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 ...
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Here is 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.
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Add this copy of Brownian Motion and Stochastic Flow Systems to cart. $195.00, very good condition, Sold by Broad Street Books rated 5.0 out of 5 stars, ships from Branchville, NJ, UNITED STATES, published 1990 by Krieger Pub Co.
Add this copy of Brownian Motion and Stochastic Flow Systems (Wiley to cart. $118.23, like new condition, Sold by Zubal Books rated 4.0 out of 5 stars, ships from Cleveland, OH, UNITED STATES, published 1985 by John Wiley & Sons.
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*Prive HAS BEEN REDUCED by 10% until Monday, Oct. 20 (SALE ITEM)* First edition, first printing, 140 pp., hardcover, INSCRIBED by the author else fine in a very good dust jacket. -If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Photos available upon request.
Add this copy of Brownian Motion and Stochastic Flow Systems (Wiley to cart. $188.94, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1985 by Wiley.
