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Asmussen, Søren.

Stochastic simulation : algorithms and analysis / Søren Asmussen, Peter W. Glynn. - New York : Springer, c2007. - xiv, 476 p. : ill. ; 24 cm. - Stochastic modelling and applied probability ; 57. .

Includes index.

Bibliography: p. 452-468.

9780387306797 (hbk)

2007926471

GBA725958 bnb

013708895 Uk


Stochastic analysis.
Simulation methods.

QA274.2 / A75 2007

519.23 / ASS
Last Updated on September 15, 2019
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