Diffusions Markov Processes Martingales by Rogers (55 results)

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Published by Cambridge University Press, Cambridge, England, 2000
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Published by Cambridge University Press 2000-04-13, 2000
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Published by Cambridge University Press., 2000
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kartoniert kartoniert. Condition: Sehr gut. 2. Auflage.. 386 Seiten, Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden m…it der deutschen Post. Sprache: Englisch Gewicht in Gramm: 552.

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Language: English
Published by Cambridge University Press, GB, 2000
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Paperback. Condition: New. 2nd. This celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The second volume follows on from the first, concentrating on stochastic integrals, stochastic differential equations, excursion theory and the general… theory of processes. Much effort has gone into making these subjects as accessible as possible by providing many concrete examples that illustrate techniques of calculation, and by treating all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appeared for the first time in this book. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.