Diffusions, Markov Processes and Martingales: Volume 2, Ito (BOK)

L C G Rogers

699,00 69900
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Now available in paperback, 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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2000 Forfatter L C G Rogers
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780521775939
Antall sider 494 Dimensjoner 15,2cm x 23,8cm x 2,5cm
Vekt 706 gram Leverandør Bertram Trading Ltd

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