Stochastic simulation : algorithms and analysis / Soren Asmussen, Peter W. Glynn

Auteur principal : Asmussen, Søren, 1946-, AuteurCo-auteur : Glynn, Peter W., AuteurType de document : Livre numériqueCollection : Stochastic modelling and applied probability, 57Langue : anglais.Éditeur : Berlin : Springer, 2007ISBN: 9780387306797.ISSN: 2197-439X.Sujet MSC : 65C20, Numerical analysis, Probabilistic models, generic numerical methods in probability and statistics
68Uxx, Computer science - Computing methodologies and applications
60H35, Probability theory and stochastic processes - Stochastic analysis, Computational methods for stochastic equations
60G07, Probability theory and stochastic processes, General theory of stochastic processesEn-ligne : Springerlink | Zentralblatt | MathScinet
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