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:
D. Kannan, V. Lakshmikantham Imprint: CRC Press Country of Publication: United Kingdom Dimensions:
Height: 254mm,
Width: 178mm,
Weight: 453g ISBN:9780367578732 ISBN 10: 0367578735 Series:Statistics: A Series of Textbooks and Monographs Pages: 790 Publication Date:30 June 2020 Audience:
Professional and scholarly
,
Undergraduate
Format:Paperback Publisher's Status: Active