Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus - Cambridge Mathematical Library - Rogers, L. C. G. (University of Bath) - Books - Cambridge University Press - 9780521775939 - September 7, 2000
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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus - Cambridge Mathematical Library 2 Revised edition

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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.


493 pages, illustrations, bibliography, index

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 7, 2000
ISBN13 9780521775939
Publishers Cambridge University Press
Pages 496
Dimensions 152 × 229 × 24 mm   ·   714 g
Language English  

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