Numerical Methods For Stochastic Processes

141,44 €
Tellimisel
Tarneaeg: 2-4 nädalat
Tootekood
9780471546412
Description:
Stochastic models deal with mathematical expectations (the probability of events, variance, etc). This study deals with the calculation of these mathematical expectations, primarily by simulation methods. It explores the numerical use of the shift method, which has considerable advantages as far as computers are concerned. The authors present the main methods and ideas in the ...