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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
R1,552 Discovery Miles 15 520
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Ships in 12 - 17 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
R8,861 Discovery Miles 88 610
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Ships in 12 - 17 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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