Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.
| ISBN: | 9780471546412 |
| Publication date: | 7th February 1994 |
| Author: | Nicolas Bouleau, Dominique Lépingle |
| Publisher: | Wiley-Interscience an imprint of Wiley |
| Format: | Hardback |
| Pagination: | 359 pages |
| Series: | Wiley Series in Probability and Statistics |
| Genres: |
Mathematics |
Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations.
Numerical Methods for Stochastic Processes features in the following genres: Mathematics
Hardback. Not Available.
Numerical Methods for Stochastic Processes was written by Nicolas Bouleau, Dominique Lépingle and published by Wiley-Interscience an imprint of Wiley
Numerical Methods for Stochastic Processes has 359 pages
Yes it is part of Wiley Series in Probability and Statistics series