D. Kannan,
V. Lakshmikantham
CRC Press
1e druk, 2001
9780824706609
Handbook of Stochastic Analysis and Applications
Specificaties
Gebonden, 790 blz.
|
Engels
CRC Press |
1e druk, 2001
ISBN13: 9780824706609
Rubricering
Onderdeel van serie
Statistics: A Series of Textbooks and Monographs
Levertijd ongeveer 10 werkdagen
Samenvatting
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.