A01=Pierre Del Moral
A01=Spiridon Penev
advanced stochastic simulation toolbox
Age Group_Uncategorized
Age Group_Uncategorized
Author_Pierre Del Moral
Author_Spiridon Penev
automatic-update
Bernoulli Processes
Boltzmann Gibbs Measures
Brownian Motion
Category1=Non-Fiction
Category=PBT
computational probability
Continuous Time Stochastic Processes
COP=United States
Crude Monte Carlo Method
Delivery_Pre-order
Differential Formula
Discrete Time Stochastic Processes
Elementary Transitions
eq_isMigrated=2
eq_nobargain
Field Particle Model
fractal modeling
Geometric Random Variable
Independent Bernoulli Random Variables
Independent Uniform Random Variables
Infinitesimal Generator
Jump Diffusion Processes
Language_English
Markov Chain
Markov Chain Model
Markov Transition
Nonlinear Stochastic Partial Differential Equations
PA=Temporarily unavailable
Poisson Point Process
Poisson Process
population dynamics
Price_€100 and above
PS=Active
random
Risky Asset
Self-financing Portfolio
signal processing applications
Simple Random Walk
simulation methods
softlaunch
Spatial Poisson Point Processes
statistical physics
Stochastic Differential Equation
Product details
- ISBN 9781498701839
- Weight: 1950g
- Dimensions: 178 x 254mm
- Publication Date: 19 Dec 2016
- Publisher: Taylor & Francis Inc
- Publication City/Country: US
- Product Form: Hardback
- Language: English
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Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
Pierre Del Moral and Spiridon Penev are professors in the School of Mathematics and Statistics at the University of New South Wales.
