Diffusions, Markov Processes and Martingales: Ito Calculus: 002 - Brossura

Rogers, L. C. G.

 
9780521775939: Diffusions, Markov Processes and Martingales: Ito Calculus: 002
Brossura
ISBN 10: 0521775930 ISBN 13: 9780521775939
Casa editrice: Cambridge University Press, 2000

Sinossi

This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Recensione

'I welcome the paperback edition version of this masterfully written text.' Paul Embrechts, JASA

'The monograph as a whole is warmly recommended to post-PhD students of probability and will be welcomed as a good and reliable reference.' EMS

'... will be read with pleasure and advantage by experts in the field and its applications, as well as by those probabilists and others who wish to learn the subject ... an exciting and enjoyable introduction to the rich ideas of the Itô calculus ... there is nothing dry about this book, for its authors have already breathed life into a vibrant subject.' Mathematics Today

Descrizione del libro

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Editore
Cambridge University Press
Data di pubblicazione
2000
Lingua
Inglese
ISBN 10 
0521775930
ISBN 13 
9780521775939
Rilegatura
Copertina flessibile
Numero edizione
2
Numero di pagine
496
Contatto del produttore
non disponibile
Persona responsabile
Avery
https://www.avery.fr/

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