Numerical Methods for Stochastic ProcessesISBN: 978-0-471-54641-2
Hardcover
384 pages
January 1994
 This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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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.
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.
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