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Foundations of Stochastic Analysis
Language: en
Pages: 322
Authors: M. M. Rao
Categories: Mathematics
Type: BOOK - Published: 2011-01-01 - Publisher: Courier Corporation

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Stochastic analysis involves the study of a process involving a randomly determined sequence of observations, each of which represents a sample of one element o
Fundamentals of Stochastic Filtering
Language: en
Pages: 395
Authors: Alan Bain
Categories: Mathematics
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media

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This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the t
Applied Stochastic Analysis
Language: en
Pages: 305
Authors: Weinan E
Categories: Education
Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.

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This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Foundations and Methods of Stochastic Simulation
Language: en
Pages: 285
Authors: Barry Nelson
Categories: Business & Economics
Type: BOOK - Published: 2013-01-31 - Publisher: Springer Science & Business Media

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This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation
Stochastic Simulation and Monte Carlo Methods
Language: en
Pages: 264
Authors: Carl Graham
Categories: Mathematics
Type: BOOK - Published: 2013-07-16 - Publisher: Springer Science & Business Media

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In various scientific and industrial fields, stochastic simulations are taking on a new importance. This is due to the increasing power of computers and practit