Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus (Bog, Paperback / softback, Engelsk)
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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

(Bog, Paperback / softback, Engelsk)
Forfattere: L. C. G. (University of Bath) Rogers, David (University of Bath) Williams
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
Forlag: Cambridge University Press

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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.

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Alle detaljer

Forlag Cambridge University Press
Forfattere L. C. G. (University of Bath) Rogers, David (University of Bath) Williams
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2 Revised edition
Udgivelsesdato 07-09-2000
Første udgivelsesår 2000
Serie Cambridge Mathematical Library
Originalsprog United Kingdom
Sideantal 496
Indbinding Paperback / softback
Forlag Cambridge University Press
Sideoplysninger 496 pages
Mål 229 x 152 x 24
ISBN-13 / EAN-13 9780521775939