Title: Handbook of Stochastic Analysis & Applications (Statistics: a Series of Textbooks and Monogrphs)
Publisher: CRC
Publication Date: 2001
Language: English
ISBN 10: 0824706609
ISBN 13: 9780824706609
Binding: Hardcover
Condition: Like New
Book Type: book

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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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