Diffusion, Markov processes and martingales. Ito calculus - Volume 2

Diffusion, Markov processes and martingales. Ito calculus - Volume 2
Author(s):L. C. G. Rogers, David Williams
Collection:Cambridge Mathematical Library
Publisher:Cambridge University Press
Year:2000
Language:English
Pages:469 pages
Size: 3.13 MB
Extension:DJVU


[tab] [content title="Description"]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 ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appear for the first time in this book. [/content] [content title="Content"] [/content] [content title="About the author"] David Williams is a mathematician. [/content] [/tab]

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Key-Words: Télécharger Diffusion, Markov processes and martingales. Ito calculus - Volume 2 EBOOK PDF EPUB DJVU. Download Diffusion, Markov processes and martingales. Ito calculus - Volume 2 EBOOK PDF EPUB DJVU.

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