✦ LIBER ✦
Diffusions, Markov Processes, and Martingales, Vol. 2, Ilô Calculus, L. C. G. Rogers and David Williams, Wiley, Chichester, 1987. ISBN-0-471-91482-7 No. of pages: xiv + 475. Price: £39.95
- Book ID
- 101652473
- Publisher
- John Wiley and Sons
- Year
- 1988
- Tongue
- English
- Weight
- 93 KB
- Volume
- 4
- Category
- Article
- ISSN
- 8755-0024
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✦ Synopsis
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 engineering, economics, finance and demography. In this way, these topics are an important part of this Journal.