Numerical methods for stochastic processes [monographie] |
| Auteur(s): | Bouleau, Nicolas Lépingle, Dominique |
| Langue: | anglais |
| Collection: | Wiley series in probability and mathematical statistics : Applied probability and statistics |
| Editeur, date d'édition: | John Wiley & Sons, Inc., 1994 |
| Ville(s) d'édition: | New York (US), Chichester (US), Brisbane (AU) |
| ISBN: | 0-471-54641-0 |
| ISSN: | 0271-6232 |
| Classification MSC: | 60H10 (2000) |
| Notes: | xvii + fig. + bibliogr. pp 337-351 + index pp 353-359 + 24 cm ; 359 p |
| Thèmes: | processus stochastique, analyse numerique, martingale, simulation, i |
Exemplaire(s)
| Cote | Retour |
|---|---|
| 70.5 BOU 94 | Disponible |