Diffusions, Markov Processes and Martingales
Rogers, L. C. G.|Williams, D.|Williams, David
Language: English
Published by Cambridge University Press, 2014
- Softcover
- New
Seller: moluna, Greven, Germanymoluna
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Condition: New
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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 subje.
Seller Inventory # 385636123
- Title
- Diffusions, Markov Processes and Martingales
- Author
- Rogers, L. C. G.|Williams, D.|Williams, David
- Publisher
- Cambridge University Press
- Publication year
- 2014
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 0521775930
- ISBN 13
- 9780521775939
- Edition
- 2nd Edition
- Series
- Book 11 of 27: Cambridge Mathematical Library
"Synopsis" may belong to another edition of this title.
Review
'The monograph as a whole is warmly recommended to post-PhD students of probability and will be welcomed as a good and reliable reference.' EMS
'... will be read with pleasure and advantage by experts in the field and its applications, as well as by those probabilists and others who wish to learn the subject ... an exciting and enjoyable introduction to the rich ideas of the Itô calculus ... there is nothing dry about this book, for its authors have already breathed life into a vibrant subject.' Mathematics Today
"About the title" may belong to another edition of this title.
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