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Diffusions, Markov Processes and Martingales (English, L. C. G. Rogers | D. Williams | David Williams)

Name: Diffusions, Markov Processes and Martingales (English, L. C. G. Rogers | D. Williams | David Williams)
SKU: isbn-9780521775939
Price: 4482.00 INR
Availability: InStock
ISBN: 9780521775939

By L. C. G. Rogers | D. Williams | David WilliamsCambridge University Press

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Book Details

ISBN-13	9780521775939
ISBN-10	0521775930

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About the Book

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…

ISBN: 9780521775939

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