𝔖 Bobbio Scriptorium
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A Control Chart Model and a Generalised Stopping Problem for Brownian Motion

✍ Scribed by J. A. Bather


Book ID
125058943
Publisher
Applied Probability Trust
Year
1976
Tongue
English
Weight
323 KB
Volume
8
Category
Article
ISSN
0001-8678

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πŸ“œ SIMILAR VOLUMES


Geometric Brownian motion as a model for
✍ Mario Lefebvre πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 83 KB

## Abstract Let __X__(__t__) be the flow of a certain river at time __t__. A geometric Brownian motion process is used as a model for __X__(__t__) and is found to give very good forecasts of future flows. The forecasted values generated by this one‐dimensional model are compared with those provided