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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 | |||
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[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.
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[content title="About the author"] David Williams is a mathematician. [/content]
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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.
