Handbook of stochastic analysis and applications
Éditeur :
Taylor & Francis Ltd
ISBN :
9780367578732
Date de publication :
30 juin 2020
Dimensions :
25,4 x 17,8 cm
Poids :
453 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.