Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus
Author :
Publisher : Cambridge University Press
Total Pages : 498
Release :
ISBN-10 : 0521775930
ISBN-13 : 9780521775939
Rating : 4/5 (939 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.


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