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...

Полное описание

Библиографическая информация
Другие авторы:	Semenov mathematician Associate Professor of Tomsk Polytechnic University, Candidate of physical and mathematical sciences (220), Fedorov (220)
Формат:	Книга
Язык:	English
Публикация:	Tomsk TPU Publishing House 2023
Предметы:	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-ссылка:	https://www.lib.tpu.ru/fulltext2/m/2023/m33.pdf

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