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Handbook of Stochastic Analysis and Applications by D. Kannan (University of Georgia, Athens, Georgia, USA) at Abbey's Bookshop,
Handbook of Stochastic Analysis and Applications
— —
D. Kannan (University of Georgia, Athens, Georgia, USA) V. Lakshmikantham (Florida Institute of Technology, Melbourne, USA)

Handbook of Stochastic Analysis and Applications

D. Kannan (University of Georgia, Athens, Georgia, USA),  V. Lakshmikantham (Florida Institute of Technology, Melbourne, USA)

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English
CRC Press
30 June 2020
Stochastics
Series: Statistics: A Series of Textbooks and Monographs
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.
Edited by:   , , ,
Imprint:   CRC Press
Country of Publication:   United Kingdom
Dimensions:   Height: 254mm,  Width: 178mm, 
Weight:   1.460kg
ISBN:   9780367578732
ISBN 10:   0367578735
Series:   Statistics: A Series of Textbooks and Monographs
Pages:   790
Publication Date:  
Audience:   Professional and scholarly ,  Undergraduate
Format:   Paperback
Publisher's Status:   Active
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.

D. Kannan, V. Lakshmikantham

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