Handbook of Stochastic Analysis and Applications

Handbook of Stochastic Analysis and Applications
Author :
Publisher : CRC Press
Total Pages : 800
Release :
ISBN-10 : 0824706609
ISBN-13 : 9780824706609
Rating : 4/5 (609 Downloads)

Book Synopsis Handbook of Stochastic Analysis and Applications by : D. Kannan

Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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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