Numerical methods for stochastic processes

>> Google Books

所蔵情報QRコード

Numerical methods for stochastic processes / Nicolas Bouleau, Dominique Lépingle

資料種別:

図書

出版情報:

New York : Wiley, c1994

形態:

xvii, 359 p. ; 25 cm

シリーズ名:

Wiley series in probability and mathematical statistics ; . Applied probability and statistics <BA00019013>

著者名:

ISBN:

9780471546412 [0471546410]

書誌ID:

BA21917764

子書誌情報

フルテキスト

所蔵情報

他の版・巻

書誌詳細

注記:

"A Wiley-Interscience publication"
Includes bibliographical references (p. 337-351) and index

主題:

Monte Carlo method; Stochastic processes--Mathematical models

言語:

英語

目次情報:

Preliminaries

Computation of Expectations in Finite Dimension

Simulation of Random Processes

Deterministic Resolution of Some Markovian Problems

Stochastic Differential Equations and Brownian Functionals

Notes

References

Index

Preliminaries

Computation of Expectations in Finite Dimension

Simulation of Random Processes

Deterministic Resolution of Some Markovian Problems

Stochastic Differential Equations and Brownian Functionals

Notes

続きを見る

東工大ブックレビュー

類似資料:

1 図書 The Monte Carlo method : the method of statistical trials Buslenko, N. P. (Nikolaĭ Panteleĭmonovich), Shreĭder, I︠U︡. A. (I︠U︡liĭ Anatolʹevich), Tee, G. J., Parkyn, D. M. Pergamon	7 図書 Multiscale stochastic volatility for equity, interest rate, and credit derivatives Fouque, Jean-Pierre, Papanicolaou, George, 1943-, Sircar, Ronnie, Sølna, Knut Cambridge University Press
2 電子ブック Quantum Monte Carlo methods : : algorithms for lattice models (: electronic bk) Gubernatis, J. E., Kawashima, N., Werner, P.	8 電子ブック Dirichlet Forms Methods for Poisson Point Measures and Lévy Processes Bouleau, Nicolas, Denis, Laurent SpringerLink Books - AutoHoldings, Springer International Publishing
3 図書 Stochastic portfolio theory Fernholz, E. Robert Springer	9 図書 Stochastic processes : theory and methods Shanbhag, D. N. (Dayanand Narasinh), 1933-, Rao, Calyampudi Radhakrishna, 1920- Elsevier
4 図書 Stochastic population models : a compartmental perspective Matis, James H., Kiffe, Thomas Springer	10 図書 Asymptotic statistical methods for stochastic processes Linʹkov, I︠U︡. N. American Mathematical Society
5 図書 Topics in stochastic systems : modelling, estimation, and adaptive control (: gw ; : us) Gerencsér, L., 1945-, Caines, Peter E., 1945- Springer-Verlag	11 図書 Finite size scaling and numerical simulation of statistical systems Privman, V. (Vladimir), 1955- World Scientific
6 図書 Modeling aggregate behavior and fluctuations in economics : stochastic views of interacting agents (: hardback) 青木, 正直(1931-) Cambridge University Press	12 図書 Simulation and the Monte Carlo method Rubinstein, Reuven Y. Wiley