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Language: en
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Type: BOOK - Published: 2011-01-01 - Publisher: Courier Corporation
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
Language: en
Pages: 395
Pages: 395
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media
This book provides a rigorous mathematical treatment of the non-linear stochastic filtering problem using modern methods. Particular emphasis is placed on the t
Language: en
Pages: 305
Pages: 305
Type: BOOK - Published: 2021-09-22 - Publisher: American Mathematical Soc.
This is a textbook for advanced undergraduate students and beginning graduate students in applied mathematics. It presents the basic mathematical foundations of
Language: en
Pages: 285
Pages: 285
Type: BOOK - Published: 2013-01-31 - Publisher: Springer Science & Business Media
This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous treatment of the foundations of simulation
Language: en
Pages: 264
Pages: 264
Type: BOOK - Published: 2013-07-16 - Publisher: Springer Science & Business Media
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