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Diffusions, Markov Processes and Martingales: Ito Calculus (Probability Mathematical Statistics Series)
Diffusions Markov Processes and Martingales Ito Calculus - Probability Mathematical Statistics Series
Author: L. C. G. Rogers, David Williams
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...  more »
ISBN-13: 9780471914822
ISBN-10: 0471914827
Publication Date: 1/1988
Pages: 490
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Publisher: John Wiley Sons
Book Type: Hardcover
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