Numerical methods for stochastic processes /
Guardado en:
| Autor Principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Libro |
| Idioma: | English |
| Publicado: |
New York :
Wiley,
c1994.
|
| Series: | Wiley series in probability and mathematical statistics. Applied probability and statistics
|
| Materias: | |
| Acceso en línea: | Publisher description |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Tabla de Contenidos:
- 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.