Handbook of stochastic analysis and applications
Éditeur :
Taylor & Francis Inc
ISBN :
9780824706609
Date de publication :
23 oct. 2001
Dimensions :
25,4 x 17,8 cm
Poids :
1632 g
Langue :
Anglais
Pays d'origine :
USA
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.