Handbook of Stochastic Analysis & Applications (Statistics: a Series of Textbooks and Monographs)

V. Lakshmikantham, D. Kannan, "Handbook of Stochastic Analysis & Applications (Statistics: a Series of Textbooks and Monographs)"
CRC; 1st edition (October 15, 2001) | English | 0824706609 | 763 pages | PDF | 39.88 MB

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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