Diffusions, markov processes and martingales: volume 2, itô calculus
Auteur :
Rogers, L. C. G. / Williams, David
Éditeur :
Cambridge University Press
ISBN :
9780521775939
Date de publication :
7 sept. 2000
Dimensions :
22,6 x 15,2 x 2,3 cm
Poids :
660 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.