References
Bouleau N, Lepingle D (1994) Numerical methods for stochastic processes. Academic Press, New York
Bouleau N, Talay D (eds) (1995) Proceedings of the Colloque Probabilites Numériques, Paris 1993. Math Comp Simulations38
Janicki A (1996) Numerical and statistical approximation of stochastic differential equations with respect to non-Gaussian measures. HSC, Wroclaw
Janicki A, Weron A (1994) Simulation and chaotic behavior of α-stable stochastic processes. Marcel Dekker, New York
Kloeden PE, Platen E (1992) Numerical solution of stochastic differential equations. Springer, Berlin Heidelberg New York
Kloeden PE, Platen E, Schurz H (1994) Numerical solution of SDE through computer experiments. Springer, Berlin Heidelberg New York
References
A. A. Dorogovtsev: Stochastic Analysis and Random Maps in Hilbert Space, VSP Utrecht - Tokyo, 1994, 109 pp., DM 153, US$99
M. C. Cranston, M. A. Pinsky (eds.):Stochastic Analysis, Summer Research Institute on Stochastic Analysis, July 11–30, 1993, Cornell University, Ithaca, New York, Proceedings of Symposia in Pure Mathematics Volume 57, American Mathematical Society, Providence, Rhode Island, 1995
Yu. V. Borovskikh, V. S. Korolyuk:Random Permanents, VSP Utrecht, The Netherlands, 1994, 194 pp., DM 180, US$117
C. Wells: The Kalman Filter in Finance, Dordrecht et. al (Kluwer Academic Press), 1996, XVI/169 pp., Dfl. 145.00, US$97.00, UK £62.N00
K. D. Schmidt:Lectures on Risk Theory, B. G. Teubner, Stuttgart, Leipzig, ISBN 3-519-02735-6, 1996, VIII/200 pp., DM 44.80
N. Jacob:Pseudo-differential operators and Markov processes, Akademie Verlag, Berlin 1996, 207 pp., DM 98.00
V. A. Ogorodnikov, S. M. Prigarin: Numerical Modelling of Random Processes and Fields: Algorithms and Applications, VSP Utrecht, 1996, VI/240 pp., DM 195/US$133
J. Skilling, S. Sibisi (eds.):Maximum Entropy and Bayesian Methods, Cambridge, England, 1994, Fundamental Theories of Physics Vol. 70, Kluwer Academic, Dordrecht/Boston/London, 1996, XI/323 pp., Dr. 265.00, US$173.00, UK$117.00
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Marion, J., Heyer, H., Bapat, R.B. et al. Book reviews. Metrika 47, 265–278 (1998). https://doi.org/10.1007/BF02742878
Issue Date:
DOI: https://doi.org/10.1007/BF02742878