Diffusions, Markov Processes and Martingales: Volume 2, Ito Ito Calculus
Language: English
Published by CAMBRIDGE UNIVERSITY PRESS, 2000
- Softcover
- Used
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- Title
- Diffusions, Markov Processes and Martingales: Volume 2, Ito Ito Calculus
- Author
- Rogers, L C G
- Publisher
- CAMBRIDGE UNIVERSITY PRESS
- Publication year
- 2000
- Condition
- Very Good
- 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.
Mooney's bookstore
Den Helder, Netherlands
AbeBooks seller since June 10, 2024
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