
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
Williams, David Rogers, L. C. G.
Cambridge Mathematical Library
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Omtale
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.
Detaljer
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Utgivelsesdato:
07.09.2000
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ISBN/Varenr:
9780521775939
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Språk:
, Engelsk
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Forlag:
Cambridge University Press
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Fagtema:
Matematikk og naturvitenskap
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Serie:
Cambridge Mathematical Library
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Litteraturtype:
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Utgave:
2 Revised edition
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Sider:
496
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Høyde:
22.9 cm
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Bredde:
15.2 cm