Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus 1
bokomslag Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

L C G Rogers • David Williams • L C G Rogers • D Williams • David Williams

Pocket

1269:-

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  • 496 sidor
  • 2000
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.
  • Författare: L C G Rogers, David Williams, L C G Rogers, D Williams, David Williams
  • Format: Pocket/Paperback
  • ISBN: 9780521775939
  • Språk: Engelska
  • Antal sidor: 496
  • Utgivningsdatum: 2000-09-07
  • Förlag: Cambridge University Press

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