Stochastic Calculus

Autor*innen

• Mircea Grigoriu

Parameter

• 792 Seiten
• 28 Lesestunden

• Mathematik
• Sachbücher
• Wissenschaft & Mathematik

Mehr zum Buch

Chapters 6-9 present methods for solving problems defined by equations with deterministic and/or random coefficients and deterministic and/or stochastic inputs. The Monte Carlo simulation is used extensively throughout to clarify advanced theoretical concepts and provide solutions to a broad range of stochastic problems.".

• Sprache: Englisch
• Erscheinungsdatum: 2002
• Einband: Hardcover