Numerical methods for stochastic processes

Author(s)

• Lépingle, Dominique
• Bouleau, N.

Bibliographic Information

Numerical methods for stochastic processes

Nicolas Bouleau, Dominique Lépingle

（Wiley series in probability and mathematical statistics, . Applied probability and statistics）

Wiley, c1994

Note

"A Wiley-Interscience publication"

Includes bibliographical references (p. 337-351) and index

Details

• NCID: BA21917764
• ISBN:
  • 0471546410
• LCCN: 93010302
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: New York
• Pages/Volumes: xvii, 359 p.
• Size: 25 cm
• Classification:
  • LCC : QA274
  • DC20 : 519.2
• Subject Headings:
  • LCSH : Stochastic processes -- Mathematical models
  • LCSH : Monte Carlo method
• Parent Bibliography ID:
  • BA00019013