|
|
|
Item Details
Title:
|
DIFFUSIONS, MARKOV PROCESSES AND MARTINGALES: VOLUME 2, ITO CALCULUS
|
By: |
L. C. G. Rogers, David Williams |
Format: |
Electronic book text |
List price:
|
£162.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
|
|
|
|
|
ISBN 10: |
0511805144 |
ISBN 13: |
9780511805141 |
Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
Pub. date: |
5 August, 2014 |
Edition: |
2nd Revised edition |
Series: |
Cambridge Mathematical Library |
Description: |
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. |
Synopsis: |
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. |
Publication: |
UK |
Imprint: |
Cambridge University Press (Virtual Publishing) |
Returns: |
Non-returnable |
|
|
|
|
Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
|
|
|
|
|
|
|
|
|
|
|