Brownian Models of Performance and Control / (Record no. 37259)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01965nam a22003137a 4500 |
| 001 - CONTROL NUMBER | |
| control field | sulb-eb0015415 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | BD-SySUS |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160405134434.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 110516s2013||||enk o ||1 0|eng|d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781139087698 (ebook) |
| Canceled/invalid ISBN | 9781107018396 (hardback) |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | UkCbUP |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | UkCbUP |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274.75 |
| Item number | .H37 2013 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Harrison, J. Michael, |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Brownian Models of Performance and Control / |
| Statement of responsibility, etc. | J. Michael Harrison. |
| 246 3# - VARYING FORM OF TITLE | |
| Title proper/short title | Brownian Models of Performance & Control |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Cambridge : |
| Name of producer, publisher, distributor, manufacturer | Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource (205 pages) : |
| Other physical details | digital, PDF file(s). |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Content type code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Media type code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Carrier type code | cr |
| Source | rdacarrier |
| 500 ## - GENERAL NOTE | |
| General note | Title from publisher's bibliographic system (viewed on 04 Apr 2016). |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | Direct and to the point, 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. The mathematical development is narrowly focused and briskly paced, with many concrete calculations and a minimum of abstract notation. The applications discussed include: the role of reflected Brownian motion as a storage model, queuing model, or inventory model; optimal stopping problems for Brownian motion, including the influential McDonald–Siegel investment model; optimal control of Brownian motion via barrier policies, including optimal control of Brownian storage systems; and Brownian models of dynamic inference, also called Brownian learning models or Brownian filtering models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Brownian motion processes |
| Topical term or geographic name as entry element | Stochastic processes |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| International Standard Book Number | 9781107018396 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://dx.doi.org/10.1017/CBO9781139087698">http://dx.doi.org/10.1017/CBO9781139087698</a> |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | |
No items available.