Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (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...
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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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Format: Paperback
ISBN:
9780521775939 (0521775930)
ASIN: 0521775930
Publish date: 2000-09-18
Publisher: Cambridge University Press
Pages no: 496
Edition language: English
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 by L. C. G. Rogers, David Williams, now listed on BookLikes)