Brownian Motion and Stochastic Flow Systems.

19871,128 citationsJournal Article

Authors

J. Michael Harrison · University of Bristol

Abstract

Brownian Motion. Stochastic Models of Buffered Flow. Further Analysis of Brownian Motion. Stochastic Calculus. Regulated Brownian Motion. Optimal Control of Brownain Motion. Optimizing Flow System Performance. Appendixes. Index.

Topics & Keywords

Stochastic processes and financial applications Simulation Techniques and Applications

Publication Details

Published in: Journal of the Royal Statistical Society Series D (The Statistician)

Volume 36, Issue 1, pp. 66-66

DOI: 10.2307/2988285

Field-Weighted Citation Impact: 37.11

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Brownian Motion and Stochastic Flow Systems.

Authors

Abstract

Topics & Keywords

Publication Details