Diffusions, Markov Processes and Martingales (English, L. C. G. Rogers | D. Williams | David Williams)
by L. C. G. Rogers | D. Williams | David Williams
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9780521775939
ISBN-10
0521775930
Author
L. C. G. Rogers | D. Williams | David Williams
About the Book
The second volume concentrates on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. These subjects are made accessible in the many concrete examples that illustrate techniques of calculation, and in the treatment of all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appear for the first time in this…
ISBN: 9780521775939
ISBN-13: 9780521775939
ISBN-10: 0521775930
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Product ID: isbn-9780521775939
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