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Handbook of Stochastic Analysis and Applications

Handbook of Stochastic Analysis and Applications

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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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Pub dateOct 23, 2001
ISBN-100824706609
ISBN-139780824706609
LanguageEnglish
Last updated 2026-08-26 17:02
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