Brownian models of performance and control /

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 an...

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Bibliographic Details
Main Author: Harrison, J. Michael, 1944- (Author)
Format: Electronic eBook
Language:English
Published: Cambridge : Cambridge University Press, 2013.
Subjects:
Online Access:CONNECT