Handbook of stochastic analysis and applications
著者
書誌事項
Handbook of stochastic analysis and applications
(Statistics : textbooks and monographs, v. 163)
Marcel Dekker, c2002
大学図書館所蔵 件 / 全34件
-
該当する所蔵館はありません
- すべての絞り込み条件を解除する
注記
Includes bibliographical references and index
内容説明・目次
内容説明
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.
目次
- 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.
「Nielsen BookData」 より