Description

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.

Handbook of Stochastic Analysis and Applications

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£290.00

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Hardback by D. Kannan , V. Lakshmikantham

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Short Description:

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity... Read more

    Publisher: Taylor & Francis Inc
    Publication Date: 23/10/2001
    ISBN13: 9780824706609, 978-0824706609
    ISBN10: 0824706609

    Number of Pages: 790

    Non Fiction , Mathematics & Science , Education

    Description

    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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