| Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus Revised Edition Contributor(s): Rogers, L. C. G. (Author), Williams, David (Author) |
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ISBN: 0511805144 ISBN-13: 9780511805141 Publisher: Cambridge University Press OUR PRICE: $191.25 Product Type: Open Ebook - Other Formats Published: August 2014 |
| Additional Information |
| BISAC Categories: - Medical - Mathematics | Probability & Statistics - General |
| Dewey: 519.2 |
| Series: Diffusions, Markov Processes & Martingales (Cambridge) |
| Descriptions, Reviews, Etc. |
| Publisher Description: 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. |