Handbook of Stochastic Analysis and Applications
Download or Read eBook Handbook of Stochastic Analysis and Applications PDF 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.
| Author | : D. Kannan |
| Publisher | : CRC Press |
| Total Pages | : 800 |
| Release | : 2001-10-23 |
| ISBN-10 | : 0824706609 |
| ISBN-13 | : 9780824706609 |
| Rating | : 4/5 (09 Downloads) |
Book Synopsis Handbook of Stochastic Analysis and Applications by : D. Kannan
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.
