Handbook of Stochastic Analysis and Applications

Pirmais vāks
D. Kannan, V. Lakshmikantham
CRC Press, 2001. gada 23. okt. - 808 lappuses
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.

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Autortiesības

Citi izdevumi - Skatīt visu

Handbook of Stochastic Analysis and Applications
D. Kannan,V. Lakshmikantham
Ierobežota priekšskatīšana - 2001
Handbook of Stochastic Analysis and Applications
Taylor & Francis Group
Priekšskatījums nav pieejams - 2020

Bieži izmantoti vārdi un frāzes

algorithm analysis applications Assume assumptions asymptotically Borel bounded Brownian motion called coefficients computation consider constant constraint convex defined Definition denote derivative deterministic differential games diffusion discrete distribution dynamics example exists exponential finite following theorem given HJB equation investor iteration Itô large deviations Lemma linear Lipschitz local martingale Markov chain Markov process martingale Math matrix mean square Mil'shtein nonlinear numerical methods operator optimal control parameter payoff predictable process probability measures problem properties pth mean random variables rate function resp satisfies Schurz semimartingale sequence space stability stochastic approximation stochastic differential equations stochastic differential games stochastic integral stochastic process strategies test functions theory topology transaction costs u₁ uniformly value function vector viscosity solutions weak convergence white noise Wiener process Yn+1

Atsauces uz šo grāmatu

Bibliogrāfiskā informācija

NosaukumsHandbook of Stochastic Analysis and Applications
Statistics: A Series of Textbooks and Monographs
RedaktoriD. Kannan, V. Lakshmikantham
Izdevums:ilustrēts
IzdevējsCRC Press, 2001
ISBN0824706609, 9780824706609
Apjoms808 lappuses
  
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