ABSTRACT

An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

chapter |6 pages

Bibliography

chapter 3|48 pages

White Noise Theory Hui-Hsuing Kuo

3.1 Introduction

chapter |206 pages

Bibliography

chapter |4 pages

Bibliography

chapter 11|54 pages

Optimization by Stochastic Methods

11.1 Nature of the problem