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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge
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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library) Paperback - 2000 - 2nd Edition

by Rogers, L. C. G.; Williams, David


From the publisher

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 book.

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  • Title Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)
  • Author Rogers, L. C. G.; Williams, David
  • Binding Paperback
  • Edition number 2nd
  • Edition 2
  • Pages 2 Rev ed 227 x 154mm 794 pages
  • Language ENG
  • Publisher Cambridge University Press, CAMBRIDGE UNIVERSITY PRESS
  • Date 2000-09
  • ISBN 9780521775939
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Diffusions, Markov Processes and Martingales, Vol. 2: Ito Calculus (Second Edition)
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Diffusions, Markov Processes and Martingales, Vol. 2: Ito Calculus (Second Edition)

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

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Diffusions, Markov Processes and Martingales, Volume 2: Ito Calculus (2nd Edition) (Cambridge Mathematical Library) (Volume Two Only)

by Rogers, L.C.G.; Williams, D.

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

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

by L. C. G. Rogers

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

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

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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

by Rogers, L. C. G.; Williams, David

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Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library)
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Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library)

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