Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus
| Author | : L. C. G. Rogers |
| Publisher | : Cambridge University Press |
| Total Pages | : 498 |
| Release | : 2000-09-07 |
| ISBN-10 | : 0521775930 |
| ISBN-13 | : 9780521775939 |
| Rating | : 4/5 (30 Downloads) |
Book Synopsis Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus by : L. C. G. Rogers
Download or read book Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus written by L. C. G. Rogers and published by Cambridge University Press. This book was released on 2000-09-07 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.
