Share
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
Choose the list to add your product or create one New List
✓ Product added successfully to the Wishlist.
Go to My Wishlists
Origin: Spain
(Import costs included in the price)
It will be shipped from our warehouse between
Monday, July 15 and
Monday, July 22.
You will receive it anywhere in United Kingdom between 1 and 3 business days after shipment.
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.