From elementary probability to stochastic differential equations with Maple®
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Livre papier |
| Sprache: | Anglais |
| Veröffentlicht: |
Berlin ; Heidelberg ; New York :
Springer
C 2002.
|
| Schriftenreihe: | Universitext
|
| Schlagworte: | |
| Autres localisations: | Voir dans le Sudoc |
Inhaltsangabe:
- 1, Probability basics
- 2, Measure and integral
- 3, Random variables and distributions
- 4, Parameters of probability distributions
- 5, A tour of important distributions
- 6, Numerical simulations and statistical inference
- 7, Stochastic processes
- 8, Stochastic calculus
- 9, Stochastic differential equations
- 10, Numerical methods for SDEs