Numerical Methods for Stochastic Processes (Wiley Series in Probability and Statistics) book cover by Nicolas Bouleau, Dominique Lépingle

Numerical Methods for Stochastic Processes (Wiley Series in Probability and Statistics) [9780471546412]

Name: Numerical Methods for Stochastic Processes (Wiley Series in Probability and Statistics) [9780471546412]
SKU: 9780471546412
Availability: InStock

Author: Nicolas Bouleau Dominique Lépingle

Hardcover

SKU: 9780471546412

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Hardcover

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Overview

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.

The book, Numerical Methods for Stochastic Processes (Wiley Series in Probability and Statistics) [Bulk, Wholesale, Quantity] ISBN#9780471546412 in Hardcover by Nicolas Bouleau, Dominique Lépingle may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.

Details

Author:

Nicolas Bouleau Dominique Lépingle

Format:

Hardcover

Publication Date:

01/14/1994

ISBN-13:

9780471546412

Pages:

384

Publisher:

Wiley

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