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Handbook of Stochastic Analysis and Applications

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Handbook of Stochastic Analysis and Applications - Kannan, D. (Editor), and Lakshmikantham, V. (Editor)
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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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Handbook of Stochastic Analysis and Applications 2020, CRC Press, London

ISBN-13: 9780367578732

Paperback

Handbook of Stochastic Analysis and Applications 2001, CRC Press, Oxford

ISBN-13: 9780824706609

Hardcover