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Handbook of Stochastic Analysis and Applications: Statistics: A Series of Textbooks and Monographs

Editat de D. Kannan, V. Lakshmikantham
en Limba Engleză Paperback – 30 iun 2020
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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Specificații

ISBN-13: 9780367578732
ISBN-10: 0367578735
Pagini: 790
Dimensiuni: 178 x 254 x 40 mm
Greutate: 0.45 kg
Ediția:1
Editura: CRC Press
Colecția CRC Press
Seria Statistics: A Series of Textbooks and Monographs


Public țintă

Professional

Cuprins

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.

Descriere

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.