Handbook of Stochastic Analysis and Applications
Kannan, D., Lakshmikantham, V.
- 出版商: CRC
- 出版日期: 2020-06-30
- 售價: $2,340
- 貴賓價: 9.5 折 $2,223
- 語言: 英文
- 頁數: 790
- 裝訂: Quality Paper - also called trade paper
- ISBN: 0367578735
- ISBN-13: 9780367578732
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商品描述
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.
作者簡介
D. Kannan, V. Lakshmikantham