Handbook of Stochastic Analysis and Applications
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Abstract Wiener Space
Admissible Controls
Admissible Policies
advanced stochastic differential equations
Asset Price
asset pricing models
Asymptotically Stable
Category=PBKS
Category=PBT
Category=PBU
Continuous Linear Operator
Continuous Local Martingale
Continuous Martingale Part
control theory applications
Dual Predictable Projection
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Exponentially Stable
Fenchel Legendre Transform
Fv Process
Good Rate Function
Hedging Point
HJB Equation
Infinitesimal Perturbation Analysis
Levy Process
Local Martingale
numerical stability analysis
probability theory
Projective Limit
random process optimization
Random Time Change
Risk Sensitive Control
Special Semimartingale
Stochastic Approximation Algorithms
Stochastic Integrals
stochastic simulation methods
White Noise Theory
Product details
- ISBN 9780367578732
- Weight: 453g
- Dimensions: 178 x 254mm
- Publication Date: 30 Jun 2020
- Publisher: Taylor & Francis Ltd
- Publication City/Country: GB
- Product Form: Paperback
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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.
D. Kannan, V. Lakshmikantham
