Numerical Methods For Stochastic Processes

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Numerical Methods for Stochastic Processes

Numerical Methods for Stochastic Processes
Author :
Publisher : John Wiley & Sons
Total Pages : 402
Release :
ISBN-10 : 0471546410
ISBN-13 : 9780471546412
Rating : 4/5 (412 Downloads)
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Book Synopsis Numerical Methods for Stochastic Processes by : Nicolas Bouleau

Download or read book Numerical Methods for Stochastic Processes written by Nicolas Bouleau and published by John Wiley & Sons. This book was released on 1994-01-14 with total page 402 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


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