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 |