Handbook of Stochastic Analysis and Applications

Publisher : CRC Press

ISBN-13 : 1482294702

Page : 808 pages

Rating : 4.5/5 from 702 voters

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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