Handbook of Stochastic Analysis and Applications
Book Details
Format
Paperback / Softback
Book Series
Statistics: A Series of Textbooks and Monographs
ISBN-10
0367578735
ISBN-13
9780367578732
Publisher
Taylor & Francis Ltd
Imprint
CRC Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jun 30th, 2020
Print length
790 Pages
Weight
1,478 grams
Dimensions
17.70 x 25.50 x 4.80 cms
Product Classification:
Probability & statisticsStochastics
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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.
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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