Numerical methods for stochastic processes /
Guardado en:
| Autor Principal: | |
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| Otros Autores: | |
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
New York :
Wiley,
c1994.
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| Series: | Wiley series in probability and mathematical statistics. Applied probability and statistics
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| Materias: | |
| Acceso en línea: | Publisher description |
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| LEADER | 01296cam a2200277 a 4500 | ||
|---|---|---|---|
| 001 | MAT.inmabb004942 | ||
| 008 | 930316s1994####nyua#####b####001#0#eng## | ||
| 005 | 20130225152527.0 | ||
| 245 | 1 | 0 | |a Numerical methods for stochastic processes / |c Nicolas Bouleau, Dominique Lépingle. |
| 260 | |a New York : |b Wiley, |c c1994. | ||
| 300 | |a xvii, 359 p. : |b il. ; |c 25 cm. | ||
| 440 | 0 | |a Wiley series in probability and mathematical statistics. |p Applied probability and statistics | |
| 500 | |a "A Wiley-Interscience publication." | ||
| 504 | |a Incluye referencias bibliográficas (p. 337-351) e índice. | ||
| 505 | 0 | |a 1. Preliminaries -- 2. Computation of expectations in finite dimension -- 3. Simulation of random processes -- 4. Deterministic resolution of some Markovian problems -- 5. Stochastic differential equations and Brownian functionals. | |
| 510 | 4 | |a MR, |c 95h:60090 | |
| 020 | |a 0471546410 | ||
| 100 | 1 | |a Bouleau, Nicolas. | |
| 700 | 1 | |a Lépingle, Dominique. | |
| 650 | 0 | |a Stochastic processes |x Mathematical models. | |
| 650 | 0 | |a Monte Carlo method. | |
| 084 | |a 60H10 (60-04 60J99 65Cxx) |2 msc2000 | ||
| 010 | |a 93010302 | ||
| 040 | |a DLC |c DLC |d DLC | ||
| 856 | 4 | 2 | |3 Publisher description |u http://www.loc.gov/catdir/description/wiley033/93010302.html |
| 859 | |h 60 |i B763 |p A-7480 |b BIB. MATEMATICA | ||