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Wiley Series in Probability and Statistics Ser.: Numerical Methods for...

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Item specifics

Condition
Very Good: A book that has been read and does not look new, but is in excellent condition. No ...
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / General
ISBN
9780471546412
Subject Area
Mathematics
Publication Name
Numerical Methods for Stochastic Processes
Item Length
9.5 in
Publisher
Wiley & Sons, Incorporated, John
Series
Wiley Series in Probability and Statistics Ser.
Publication Year
1994
Type
Textbook
Format
Hardcover
Language
English
Item Height
1.1 in
Author
Nicolas Bouleau, Dominique Lépingle
Item Width
6.3 in
Item Weight
24.1 Oz
Number of Pages
384 Pages

About this product

Product Information

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. Simulation methods are given throughout the text as well as numerous exercises.

Product Identifiers

Publisher
Wiley & Sons, Incorporated, John
ISBN-10
0471546410
ISBN-13
9780471546412
eBay Product ID (ePID)
342306

Product Key Features

Author
Nicolas Bouleau, Dominique Lépingle
Publication Name
Numerical Methods for Stochastic Processes
Format
Hardcover
Language
English
Subject
Probability & Statistics / Stochastic Processes, Probability & Statistics / General
Series
Wiley Series in Probability and Statistics Ser.
Publication Year
1994
Type
Textbook
Subject Area
Mathematics
Number of Pages
384 Pages

Dimensions

Item Length
9.5 in
Item Height
1.1 in
Item Width
6.3 in
Item Weight
24.1 Oz

Additional Product Features

Edition Number
1
LCCN
93-010302
Intended Audience
Scholarly & Professional
Series Volume Number
273
Lc Classification Number
Qa274.B67 1994
Table of Content
Preliminaries. Computation of Expectations in Finite Dimension. Simulation of Random Processes. Deterministic Resolution of Some Markovian Problems. Stochastic Differential Equations and Brownian Functionals. Notes. References. Index.
Copyright Date
1993
Dewey Decimal
519.2
Dewey Edition
20
Illustrated
Yes

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