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

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

L. C. G. (University of Bath) Rogers, David (University of Bath) Williams

Cambridge University Press

Knihu koupíte v 1 e-shopu

Bookshop.cz

2 406 Kč

Není skladem

Do obchodu

Krátký popis

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.

Výběr knih vydavatele Cambridge University Press