Numerical Methods for Stochastic Processes: 273 (Wiley Series in Probability and Statistics) - Image 1

£51.26

Wiley Numerical Methods for Stochastic Processes: 273 (Wiley Series in Probability and Statistics)

Name: Numerical Methods for Stochastic Processes: 273 (Wiley Series in Probability and Statistics)
Brand: Wiley
Price: 51.26 GBP
Availability: InStock

Applied Mathematics

About as cheap as it gets. The only time it was cheaper was 4 months ago.

£51 today · all-time low £51 (Jan 2026) · usually the usual

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 591 days • 591 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 591 days • 4 price ranges

Days at Price

Current Price

Price Analysis

Most common range: £143-174 (283 days, 47.9%)

Price range: £51 - £205

Price levels: 4 price ranges over 591 days

Description

Gives 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. From the Back Cover In recent years, random variables and stochastic processes have emerged as important factors in predicting outcomes in virtually every field of applied and social science. Ironically, according to Nicolas Bouleau and Dominique Lepingle, the presence of randomness in the model sometimes leads engineers to accept crude mathematical treatments that produce inaccurate results. The purpose of Numerical Methods for Stochastic Processes is to add greater rigor to numerical treatment of stochastic processes so that they produce results that can be relied upon when making decisions and assessing risks. Based on a postgraduate course given by the authors at Paris 6 University, the text emphasizes simulation methods, which can now be implemented with specialized computer programs. Specifically presented are the Monte Carlo and shift methods, which use an "imitation of randomness" and have a wide range of applications, and the so-called quasi-Monte Carlo methods, which are rigorous but less widely applicable. Offering a broad introduction to the field, this book presents the current state of the main methods and ideas and the cases for which they have been proved. Nevertheless, the authors do explore problems raised by these newer methods and suggest areas in which further research is needed. Extensive notes and a full bibliography give interested readers the option of delving deeper into stochastic numerical analysis. For professional statisticians, engineers, and physical and social scientists, Numerical Methods for Stochastic Processes provides both the theoretical background and the necessary practical tools to improve predictions based on randomness in the model. With its exercises andbroad-spectrum coverage, it is also an excellent textbook for introductory graduate-level courses in stochastic process mathematics. About the Author Nicolas Bouleau is a mathematician, philosopher of science and essayist, professor at Ecole des Ponts Paris Tech. He was responsible for introducing computer simulation into the teaching of probability and was among the first to develop research in mathematical finance in France. Dominique Lépingle is the author of Numerical Methods for Stochastic Processes, published by Wiley.

Product Specifications

Brand: Wiley
Format: hardcover
ASIN: 0471546410
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 07 February 1994
Listed Since: 09 February 2007

Barcode

No barcode data available

Wiley Numerical Methods for Stochastic Processes: 273 (Wiley Series in Probability and Statistics)

About as cheap as it gets. The only time it was cheaper was 4 months ago.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Introduction to Stochastic Processes with R

Elements of Stochastic Dynamics

Introduction To Stochastic Calculus With Applications (3Rd Edition)

Stochastic Calculus: An Introduction Through Theory and Exercises (Universitext)

Stochastic Processes: Theory and Methods (Volume 19) (Handbook of Statistics, Volume 19)

Informal Introduction To Stochastic Calculus With Applications, An: Second Edition

LMS: 167 Stochastic Analysis: Proceedings of the Durham Symposium on Stochastic Analysis, 1990 (London Mathematical Society Lecture Note Series, Series Number 167)

Informal Introduction To Stochastic Calculus With Applications, An (second Edition)

Stochastic Processes: Inference Theory: 508 (Mathematics and Its Applications, 508)

Stochastic Modeling (Universitext)

Essentials of Stochastic Processes (Springer Texts in Statistics)

Stochastic Methods: A Handbook for the Natural and Social Sciences: 13 (Springer Series in Synergetics, 13)

Applied Probability and Stochastic Processes

Stochastic Processes: Modeling and Simulation (Volume 21) (Handbook of Statistics, Volume 21)

Stochastic Processes: Inference Theory: 508 (Mathematics and Its Applications)

Stochastic Processes: 24 (Classics in Applied Mathematics, Series Number 24)

Stochastic Processes and their Applications: Proceedings of the Symposium held in honour of Professor S.K. Srinivasan at the Indian Institute of ... in Economics and Mathematical Systems, 370)

Stochastic Calculus: Applications in Science and Engineering

Stochastic Processes P: 24 (Wiley Classics Library)

Essentials of Stochastic Processes (Springer Texts in Statistics)

Stochastic Processes (Probability and Its Applications (duplicate))

A Course in Stochastic Processes: Stochastic Models and Statistical Inference: 34 (Theory and Decision Library B, 34)

Classical and Spatial Stochastic Processes: With Applications to Biology

Stochastic Analysis and Related Topics: In Honour of Ali Süleyman Üstünel, Paris, June 2010: 22 (Springer Proceedings in Mathematics & Statistics, 22)