Handbook of Stochastic Analysis and Applications
(Statistics, a Series of Textbooks and Monographs) (Hardcover)
by D. Kannan (Editor), V. Lakshmikantham (Editor)
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Publisher: CRC; 1st edition (October 15, 2001)
Language: English
ISBN: 0824706609
Product Dimensions: 10.3 x 7.4 x 1.6 inches |
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- Mathematics - Handbook of Stochastic Analysis with Applicati.pdf
PDF格式 Book News Annotation:
Twelve contributions from mathematicians in the U.S., Russia, China, and Israel present an overview of the analysis of some basic stochastic processes and stochastic equations as well as certain of their applications. Chapters in the first half of the text are devoted largely to theory, while the remainder focus on applications. A sampling of topics includes Markov processes, semimartingales, Hida's white noise theory, large deviations, control theory, stochastic game theory, and the application of optimization problems to financial mathematics.
Annotation c. Book News, Inc., Portland, OR (booknews.com)
Synopsis:
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.
[此贴子已经被作者于2006-9-28 11:23:20编辑过]
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