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Handbook of Stochastic Analysis and Applications by D. Kannan 9780367578732
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Handbook of Stochastic Analysis and Applications by D. Kannan 9780367578732

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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.

Book Information
ISBN 9780367578732
Author D. Kannan
Format Paperback
Imprint CRC Press
Publisher Taylor & Francis Ltd
Weight(grams) 1460g

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