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

Name: Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
Brand: Cambridge University Press
SKU: 9780521775939
Price: 538.67 RON
Availability: InStock

Autor: L C G Rogers

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Editura: Cambridge University Press

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538.67 lei

Now available in paperback, this celebrated book has been prepared with readers' needs in mind, rema...

Informații despre carte

Autor

L C G Rogers

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2000

Pagini

496

EAN

9780521775939

ISBN

0521775930

Enbook ID

04399162

Editura

Cambridge University Press

Greutate

714

Dimensiuni

152 x 229 x 24

Descriere completă

Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The second volume follows on from the first, concentrating on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Much effort has gone into making these subjects as accessible as possible by providing many concrete examples that illustrate techniques of calculation, and by treating all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appeared for the first time in this book. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.

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

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