NLU Meghalaya Library

Online Public Access Catalogue (OPAC)

Brownian models of performance and control / (Record no. 9552)

MARC details
000 -LEADER
fixed length control field 02612nam a2200385 i 4500
001 - CONTROL NUMBER
control field CR9781139087698
003 - CONTROL NUMBER IDENTIFIER
control field UkCbUP
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20240830163244.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||||||||||
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)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
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
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.2/33
Edition number 23
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Harrison, J. Michael,
Dates associated with a name 1944-
Relator term author.
240 10 - UNIFORM TITLE
Uniform title Brownian motion and stochastic flow systems
245 10 - TITLE STATEMENT
Title Brownian models of performance and control /
Statement of responsibility, etc. J. Michael Harrison, Stanford University, California.
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 (xviii, 190 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 05 Oct 2015).
500 ## - GENERAL NOTE
General note Updated and expanded version of: Brownian motion and stochastic flow systems (John Wiley and Sons, 1985).--Preface.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note Brownian motion -- Stochastic storage models -- Further analysis of Brownian motion -- Stochastic calculus -- Optimal stopping of Brownian motion -- Reflected Brownian motion -- Optimal control of Brownian motion -- Brownian models of dynamic inference -- Further examples -- Appendix A. Stochastic processes -- Appendix B. Real analysis.
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 entry element Brownian motion processes.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name 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="https://doi.org/10.1017/CBO9781139087698">https://doi.org/10.1017/CBO9781139087698</a>
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type eBooks
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection Home library Current library Date acquired Total checkouts Barcode Date last seen Price effective from Koha item type
    Dewey Decimal Classification     Statistics & Probability Central Library Central Library 30/08/2024   EB0138 30/08/2024 30/08/2024 eBooks