Diffusions, Markov Processes and Martingales (Cambridge

Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library)

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.
Country USA
Brand Cambridge University Press
Manufacturer Cambridge University Press
Binding Paperback
ItemPartNumber illustrations, bibliography, index
ReleaseDate 2000-09-18
UnitCount 1
EANs 9780521775939

Country	USA
Brand	Cambridge University Press
Manufacturer	Cambridge University Press
Binding	Paperback
ItemPartNumber	illustrations, bibliography, index
ReleaseDate	2000-09-18
UnitCount	1
EANs	9780521775939

Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library)