Handbook of Stochastic Analysis and Applications

Häftad, Engelska, 2020

869 kr

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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.

Produktinformation

Utgivningsdatum2020-06-30
Mått178 x 254 x 48 mm
Vikt453 g
FormatHäftad
SpråkEngelska
SerieStatistics: A Series of Textbooks and Monographs
Antal sidor790
FörlagTaylor & Francis Ltd
ISBN9780367578732

Tillhör följande kategorier

Matematisk statistik inom Naturvetenskap och teknik

Markov processes and their applications; semimartingale theory and stochastic calculus; white noise theory; stochastic differential equations and its applications; large deviations and applications; a brief introduction to numerical analysis of (ordinary) stochastic differential equations without tears; stochastic differential games and applications; stability and stabilizing control of stochastic systems; stochastic approximation - theory and applications; stochastic manufacturing systems; optimization by stochastic methods; stochastic control methods in asset pricing.