Statistics for stochastic processes study aid

Statistics for stochastic processes study aid

The study aid discusses the basic concepts of stochastic processes. Numerical schemes for solving stochastic differential equations are presented, parametric and non-parametric approaches for identifying model parameters are briefly considered, as well as techniques for reducing variation in Monte C...

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Bibliographic Details
Other Authors: Semenov mathematician Associate Professor of Tomsk Polytechnic University, Candidate of physical and mathematical sciences (220), Fedorov (220)
Format: Book
Language:English
Published: Tomsk TPU Publishing House 2023
Subjects:
электронный ресурс
труды учёных ТПУ
учебные пособия
stochastic process
случайные процессы
stochastic differential equation
стохастические дифференциальные уравнения
Monte Carlo method
Метод Монте-Карло
practical problems
практические задачи
R/Python
Online Access:https://www.lib.tpu.ru/fulltext2/m/2023/m33.pdf

Internet

https://www.lib.tpu.ru/fulltext2/m/2023/m33.pdf

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