{"product_id":"numerical-methods-for-stochastic-processes-hardback-9780471546412","title":"Numerical Methods for Stochastic Processes (Hardback) 9780471546412","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eNumerical Methods for Stochastic Processes\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cfont size=\"4\"\u003eNicolas Bouleau (Author), Dominique Lépingle (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780471546412, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 7 February 1994\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e384 pages\u003cbr\u003e24.2 x 16 x 2.7 cm, 0.683 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eGives greater rigor to numerical treatments of stochastic models. Contains Monte Carlo and quasi-Monte Carlo techniques, simulation of major stochastic procedures, deterministic methods adapted to Markovian problems and special problems related to stochastic integral and differential equations. Simulation methods are given throughout the text as well as numerous exercises.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreliminaries.\u003cbr\u003e \u003cbr\u003e Computation of Expectations in Finite Dimension.\u003cbr\u003e \u003cbr\u003e Simulation of Random Processes.\u003cbr\u003e \u003cbr\u003e Deterministic Resolution of Some Markovian Problems.\u003cbr\u003e \u003cbr\u003e Stochastic Differential Equations and Brownian Functionals.\u003cbr\u003e \u003cbr\u003e Notes.\u003cbr\u003e \u003cbr\u003e References.\u003cbr\u003e \u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley-Interscience","offers":[{"title":"Brand New","offer_id":52293507055896,"sku":"9780471546412","price":143.89,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780471546412.jpg?v=1781643271","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/numerical-methods-for-stochastic-processes-hardback-9780471546412","provider":"Freshly Printed Books","version":"1.0","type":"link"}