Diffusions, Markov Processes and Martingales: Volume 2, It Calculus (Paperback)
Language: English
Published by Cambridge University Press, Cambridge, 2000
- Softcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
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Paperback. 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. This 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. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
Seller Inventory # 9780521775939
- Title
- Diffusions, Markov Processes and Martingales: Volume 2, It Calculus (Paperback)
- Author
- L.C.G. Rogers
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2000
- Condition
- new
- Binding
- Paperback
- 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.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
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