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portada Diffusions, Markov Processes and Martingales: Volume 2, Itã´ Calculus 2nd Edition Paperback: Ito Calculus v. 2 (Cambridge Mathematical Library)
Type
Physical Book
Author
Publisher
Year
2000
Language
English
Pages
496
Format
Paperback
Dimensions
22.6 x 15.2 x 2.3 cm
Weight
0.82 kg.
ISBN
0521775930
ISBN13
9780521775939
Edition No.
0002
Categories

Diffusions, Markov Processes and Martingales: Volume 2, Itã´ Calculus 2nd Edition Paperback: Ito Calculus v. 2 (Cambridge Mathematical Library)

David Williams (Author) · L. C. G. Rogers (Author) · Cambridge University Press · Paperback

Diffusions, Markov Processes and Martingales: Volume 2, Itã´ Calculus 2nd Edition Paperback: Ito Calculus v. 2 (Cambridge Mathematical Library) - Rogers, L. C. G. ; Williams, David

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Synopsis "Diffusions, Markov Processes and Martingales: Volume 2, Itã´ Calculus 2nd Edition Paperback: Ito Calculus v. 2 (Cambridge Mathematical Library)"

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.

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