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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus - Cambridge Mathematical Library Rogers, L. C. G. (University of Bath) 2 Revised edition
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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus - Cambridge Mathematical Library
Rogers, L. C. G. (University of Bath)
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.
493 pages, illustrations, bibliography, index
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | September 7, 2000 |
| ISBN13 | 9780521775939 |
| Publishers | Cambridge University Press |
| Pages | 496 |
| Dimensions | 152 × 229 × 24 mm · 714 g |
| Language | English |
