Handbook of Stochastic Analysis & Applications

V. Lakshmikantham

ISBN 10: 0824706609 ISBN 13: 9780824706609

Published by Taylor & Francis Group, 2001

Language: English

New Condition: New Hardcover

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Bibliographic Details

Title: Handbook of Stochastic Analysis & ...

Publisher: Taylor & Francis Group

Publication Date: 2001

Binding: Hardcover

Condition: New

About this title

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.

About the Author:

D. Kannan, V. Lakshmikantham

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