Diffusion, Markov Processes, and Martingales, Vol. 1: Foundationsby L. C. G. Rogers; D. Williams
โ Scribed by Review by: W. Schachermayer
- Book ID
- 124208829
- Publisher
- American Statistical Association
- Year
- 1996
- Tongue
- English
- Weight
- 824 KB
- Volume
- 91
- Category
- Article
- ISSN
- 0162-1459
- DOI
- 10.2307/2291694
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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 gro
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.
## BOOK REVIEWS This section presents some books on stochastic 'calculus' and related topics. The increasing number of books treating this subject reflects an actual strong interest in a deep mathematical subject which now has many interesting applications in several different fields, such as engi