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Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
Engelsk
Bogcover for Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus af L. C. G. Rogers, David Williams, 9780521775939
Specifikationer
Sprog:
Engelsk
Sider:
496
ISBN-13:
9780521775939
Indbinding:
Paperback
ISBN-10:
0521775930
Kategori:
Udg. Dato:
7 sep 2000
Størrelse i cm:
22,9 x 15,2 x 2,4
Oplagsdato:
7 sep 2000

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

Engelsk
Paperback 2000
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
496
ISBN-13:
9780521775939
Indbinding:
Paperback
ISBN-10:
0521775930
Kategori:
Udg. Dato:
7 sep 2000
Størrelse i cm:
22,9 x 15,2 x 2,4
Oplagsdato:
7 sep 2000
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