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Handbook of Stochastic Analysis and Applications: 163 (Statistics: A Series of Textbooks and Monographs) - Hardcover
Synopsis
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.
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About the Author
D. Kannan, V. Lakshmikantham
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- PublisherCRC Press
- Publication date2001
- ISBN 10 0824706609
- ISBN 13 9780824706609
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages790
- EditorKannan D., Lakshmikantham V.
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Handbook of Stochastic Analysis and Applications
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Handbook of Stochastic Analysis and Applications
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