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Numerical Methods for Stochastic Processes / Edition 1
Barnes and Noble
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Numerical Methods for Stochastic Processes / Edition 1 in Franklin, TN
Current price: $263.95
Barnes and Noble
Numerical Methods for Stochastic Processes / Edition 1 in Franklin, TN
Current price: $263.95
Loading Inventory...
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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.
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.
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