ENGLISH

Numerical Methods for Stochastic Processes

By Nicolas Bouleau , Dominique Lépingle

Book information

Publisher
Wiley-Interscience
Year
1993
ISBN
0471546410, 9780471546412
Language
english
Format
PDF
Filesize
33 MB (34604137 bytes)
Edition
1
Pages
384\394
DPI
72
Scanned
portrait
Time added
2024-11-19 16:34:09

Description

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.

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