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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus - L. C. G. (University of Bath) Rogers - Bog

Bag om Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780521775939
  • Indbinding:
  • Paperback
  • Sideantal:
  • 496
  • Udgivet:
  • 7. september 2000
  • Udgave:
  • 2
  • Størrelse:
  • 152x229x24 mm.
  • Vægt:
  • 714 g.
  • 8-11 hverdage.
  • 9. december 2024
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  • BLACK WEEK

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Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

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.

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