Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
David (University of Bath) Williams, L. C. G. (University of Bath) Rogers
Cambridge University Press, 2000
118,50 €On orderDelivery: 2-3 weeks
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.
- ISBN-13
- 9780521775939
- ISBN-10
- 0521775930
- Publisher
- Cambridge University Press
- Year
- 2000
- Publication date
- 2000-09-07
- Pages
- 496
- Dimensions
- 229x152x24
- Weight
- 714