Handbook of Stochastic Analysis and Applications

Posted on 2001-10-232001-10-23 by D. Kannan

Author : D. Kannan

Publisher : CRC Press

Release : 2001-10-23

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.

More Books:

Language: en
Pages: 808

Handbook of Stochastic Analysis and Applications

Authors: D. Kannan

Categories: Mathematics

Type: BOOK - Published: 2001-10-23 - Publisher: CRC Press

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

Language: en
Pages: 678

Stochastic Analysis and Applications

Authors: Fred Espen Benth

Categories: Mathematics

Type: BOOK - Published: 2007-04-24 - Publisher: Springer Science & Business Media

The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of his 90th birthday. Distinguished researchers from all over prese

Language: en
Pages: 368

Handbook of Stochastic Processes, Optimization and Control Theory

Authors: Sharples Norris

Categories: Mathematical optimization

Type: BOOK - Published: 2012-09 - Publisher:

This book discusses issues in stochastic processes, control theory, differential games, optimization, and their applications in finance, manufacturing, queueing

Language: en
Pages: 503

Stochastic Analysis and Applications 2014

Authors: Dan Crisan

Categories: Mathematics

Type: BOOK - Published: 2014-12-13 - Publisher: Springer

Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current stat

Language: en
Pages: 292

Probability, Statistics, and Their Applications

Authors: Rabindra Nath Bhattacharya

Categories: Mathematics

Type: BOOK - Published: 2003 - Publisher: IMS

Language: en
Pages: 461

A Course on Queueing Models

Authors: Joti Lal Jain

Categories: Business & Economics

Type: BOOK - Published: 2016-04-19 - Publisher: CRC Press

The application of engineering principles in divergent fields such as management science and communications as well as the advancement of several approaches in

Language: en
Pages: 744

Handbook Of Applied Econometrics And Statistical Inference

Authors: Aman Ullah

Categories: Business & Economics

Type: BOOK - Published: 2002-01-29 - Publisher: CRC Press

Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Ba

Language: en
Pages: 512

Statistical Inference Based on Divergence Measures

Authors: Leandro Pardo

Categories: Mathematics

Type: BOOK - Published: 2018-11-12 - Publisher: CRC Press

The idea of using functionals of Information Theory, such as entropies or divergences, in statistical inference is not new. However, in spite of the fact that d

Language: en
Pages: 200

A Kalman Filter Primer

Authors: Randall L. Eubank

Categories: Mathematics

Type: BOOK - Published: 2005-11-29 - Publisher: CRC Press

System state estimation in the presence of noise is critical for control systems, signal processing, and many other applications in a variety of fields. Develop

Language: en
Pages: 304

Introductory Statistical Inference

Authors: Nitis Mukhopadhyay

Categories: Mathematics

Type: BOOK - Published: 2006-02-07 - Publisher: CRC Press

This gracefully organized text reveals the rigorous theory of probability and statistical inference in the style of a tutorial, using worked examples, exercises