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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)
Diffusions Markov Processes and Martingales Volume 2 It Calculus - Cambridge Mathematical Library
Author: L. C. G. Rogers, David Williams
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...  more »
ISBN-13: 9780521775939
ISBN-10: 0521775930
Publication Date: 9/18/2000
Pages: 794
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Publisher: Cambridge University Press
Book Type: Paperback
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