Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus PDF ePub eBook

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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus free pdf The second volume concentrates on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. These subjects are made accessible in the many concrete examples that illustrate techniques of calculation, and in the treatment of all topics from the ground up, starting from simple cases. Many of the examples and proofs are new- some important calculational techniques appear for the first time in this book.

About L. C. G. Rogers

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Details Book

Author : L. C. G. Rogers
Publisher : Cambridge University Press
Data Published : 07 September 2000
ISBN : 0521775930
EAN : 9780521775939
Format Book : PDF, Epub, DOCx, TXT
Number of Pages : 496 pages
Age + : 15 years
Language : English
Rating :

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