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

Name: Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
Brand: Cambridge University Press
SKU: 04399162
Price: 101.78 EUR
Availability: InStock
Author: L C G Rogers
ISBN: 9780521775939

L C G Rogers

Jezik

Engleski

Knjiga Meki uvez

Libristo kod: 04399162

Nakladnici Cambridge University Press, rujan 2000

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

Libristo kod: 04399162

246 b

101.78 €

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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.