Handbook of Stochastic Analysis and Applications

Taylor & Francis Inc, 2001

475,50 €On orderDelivery: 2-3 weeks

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

ISBN-13
9780824706609
ISBN-10
0824706609
Publisher
Taylor & Francis Inc
Year
2001
Publication date
2001-10-23
Pages
790
Dimensions
254x178x
Weight
1610