Non-Fiction Books:

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

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Paperback / softback
$207.99
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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.
Release date Australia
September 7th, 2000
Audience
  • Professional & Vocational
Edition
2nd Revised edition
Pages
496
Dimensions
152x226x23
ISBN-13
9780521775939
Product ID
2124846

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