Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library)
ISBN-13:
9780521775939
ISBN-10:
0521775930
Edition:
2
Author:
L. C. G. Rogers
Publication date:
2000
Publisher:
Cambridge University Press
Format:
Paperback
496 pages
Category:
Applied
,
Mathematics
FREE US shipping
Book details
ISBN-13:
9780521775939
ISBN-10:
0521775930
Edition:
2
Author:
L. C. G. Rogers
Publication date:
2000
Publisher:
Cambridge University Press
Format:
Paperback
496 pages
Category:
Applied
,
Mathematics
Summary
Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library) (ISBN-13: 9780521775939 and ISBN-10: 0521775930), written by authors
L. C. G. Rogers, was published by Cambridge University Press in 2000.
With an overall rating of 3.5 stars, it's a notable title among other
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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.
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