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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格式 PDF ● 网页 808 ● ISBN 9781482294705 ● 编辑 D. Kannan & V. Lakshmikantham ● 出版者 CRC Press ● 发布时间 2001 ● 下载 3 时 ● 货币 EUR ● ID 7243335 ● 复制保护 Adobe DRM
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