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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

af L. C. G. (University of Bath) Rogers

indgår i Cambridge Mathematical Library serien

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus af L. C. G. (University of Bath) Rogers
Bag om Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521775939
  • Indbinding:
  • Paperback
  • Sideantal:
  • 496
  • Udgivet:
  • 7. september 2000
  • Udgave:
  • 2
  • Størrelse:
  • 152x229x24 mm.
  • Vægt:
  • 714 g.
  • 8-11 hverdage.
  • 20. november 2024
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This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

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