887438
9780824706609
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 (Statistics: A Series of Textbooks and Monographs), 1st was published 2001 under ISBN 9780824706609 and ISBN 0824706609.
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