Handbook of Stochastic Analysis and Applications

D. Kannan, V. Lakshmikantham (Herausgeber)

Buch | Softcover

790 Seiten

2020
CRC Press (Verlag)
978-0-367-57873-2 (ISBN)

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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.

D. Kannan, V. Lakshmikantham

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.

Erscheinungsdatum	01.07.2020
Reihe/Serie	Statistics: A Series of Textbooks and Monographs
Verlagsort	London
Sprache	englisch
Maße	178 x 254 mm
Gewicht	453 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	0-367-57873-5 / 0367578735
ISBN-13	978-0-367-57873-2 / 9780367578732
Zustand	Neuware