Handbook of Stochastic Analysis and Applications

Inbunden, Engelska, 2001

5 179 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

Utgivningsdatum2001-10-23
Mått178 x 254 x undefined mm
Vikt1 632 g
FormatInbunden
SpråkEngelska
SerieStatistics: A Series of Textbooks and Monographs
Antal sidor790
FörlagTaylor & Francis Inc
ISBN9780824706609

Tillhör följande kategorier

Tillämpad matematik 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.