Numerical Methods for Stochastic Processes |
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| Author:
| Bouleau, Nicolas
Lépingle, Dominique
Lépingle, Dominique |
| Series title: | Wiley Series in Probability and Statistics Ser. |
| ISBN: | 978-0-471-54641-2 |
| Publication Date: | Dec 1993 |
| Publisher: | John Wiley & Sons, Incorporated
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| Imprint: | Wiley-Interscience |
| Book Format: | Hardback |
| List Price: | AUD $437.95 |
Book Description:
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Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations.
Gives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations.