๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Diffusion, Markov processes and martingales. Ito calculus Volume 2

โœ Scribed by L. C. G. Rogers, David Williams

Book ID
127426714
Publisher
Cambridge University Press
Year
2000
Tongue
English
Weight
3 MB
Series
Cambridge Mathematical Library
Edition
2
Category
Library
ISBN-13
9780521775939

No coin nor oath required. For personal study only.

โœฆ Synopsis

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.

๐Ÿ“œ SIMILAR VOLUMES

Diffusion, Markov processes and martinga
Diffusion, Markov processes and martingales. Ito calculus Volume 2
โœ Rogers L.C.G., Williams D. ๐Ÿ“‚ Library ๐Ÿ“… 2000 ๐ŸŒ English โš– 4 MB

The book is meant to help the research student reach the stage where he or she can begin both to think up and tackle new problems and to read the up-to-date literature across a wide spectrum; and to persuade him or her that it is worth the effort.