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Brownian Models of Performance and Control
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Brownian Models of Performance and Control

Book Details

Format Hardback or Cased Book
ISBN-10 1107018390
ISBN-13 9781107018396
Publisher Cambridge University Press
Imprint Cambridge University Press
Country of Manufacture GB
Country of Publication GB
Publication Date Dec 2nd, 2013
Print length 205 Pages
Weight 450 grams
Dimensions 23.70 x 16.00 x 2.10 cms
Product Classification: Probability & statisticsStochastics
Ksh 8,300.00
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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.

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