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Handbook of Stochastic Analysis and Applications (Paperback): D. Kannan, V. Lakshmikantham Handbook of Stochastic Analysis and Applications (Paperback)
D. Kannan, V. Lakshmikantham
R1,666 Discovery Miles 16 660
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Ships in 12 - 19 working days

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.

Handbook of Stochastic Analysis and Applications (Hardcover): D. Kannan, V. Lakshmikantham Handbook of Stochastic Analysis and Applications (Hardcover)
D. Kannan, V. Lakshmikantham
R9,395 Discovery Miles 93 950
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Ships in 12 - 19 working days

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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