Title: Handbook of Stochastic Analysis and Applications (Statistics: A Series of Textbooks and Monographs)
Publisher: CRC Press
Publication Date: 2020
Language: English
ISBN 10: 0367578735
ISBN 13: 9780367578732
Binding: Soft cover
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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