Del 273 i serien Wiley Series in Probability and Statistics
Numerical Methods for Stochastic Processes
Inbunden, Engelska, 1994
3 559 kr
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Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.
Produktinformation
- Utgivningsdatum1994-02-07
- Mått161 x 242 x 27 mm
- Vikt683 g
- FormatInbunden
- SpråkEngelska
- SerieWiley Series in Probability and Statistics
- Antal sidor384
- FörlagJohn Wiley & Sons Inc
- ISBN9780471546412