Handbook of Stochastic Analysis and Applications

1st Edition

D. Kannan, V. Lakshmikantham

CRC Press
Published October 23, 2001
Reference - 808 Pages
ISBN 9780824706609 - CAT# DK1885
Series: Statistics: A Series of Textbooks and Monographs

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Summary

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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