Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus (Cambridge Mathematical Library, Band 2) - Softcover

Buch 11 von 27: Cambridge Mathematical Library

Rogers, L. C. G.

 
9780521775939: Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus (Cambridge Mathematical Library, Band 2)

Inhaltsangabe

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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