978-0-8247-0660-9
Handbook of Stochastic Analysis and Applications
Edited by D. Kannan and V. Lakshmikantham
Editorial: CRC Press Fecha de publicación: 23/10/2001 Páginas: 808Formato: Hardback 279 x 216 mm
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.
• Statistics: A Series of Textbooks and Monographs
Probability Theory & Applications
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