Handbook of Stochastic Analysis and Applications (eBook, ePUB)

Redaktion: Kannan, D.; Lakshmikantham, V.

• Format: ePub

Produktbeschreibung

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.

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Produktdetails

• Verlag: Taylor & Francis eBooks
• Erscheinungstermin: 23. Oktober 2001
• Englisch
• ISBN-13: 9781040210604
• Artikelnr.: 73256764

Autorenporträt

D. Kannan, V. Lakshmikantham

Inhaltsangabe

Markov processes and their applications
semimartingale theory and stochastic calculus
white noise theory
stochastic differential equations and its applications
large deviations and applications
a brief introduction to numerical analysis of (ordinary) stochastic differential equations without tears
stochastic differential games and applications
stability and stabilizing control of stochastic systems
stochastic approximation - theory and applications
stochastic manufacturing systems
optimization by stochastic methods
stochastic control methods in asset pricing.