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...
| Other Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Tomsk
TPU Publishing House
2023
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| Subjects: | |
| Online Access: | https://www.lib.tpu.ru/fulltext2/m/2023/m33.pdf |