Handbook of Stochastic Analysis and Applications

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Handbook of Stochastic Analysis and Applications

Numerical analysis Probability and statistics Optimization

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Collection: Statistics: A Series of Textbooks and Monographs

Language: English

Published by: CRC Press

Published on: 23rd October 2001

Format: LCP-protected ePub

ISBN: 9781040210604


Introduction

An introduction to general theories of stochastic processes and modern martingale theory.

Focus Areas

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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