Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus: Ito Calculus v. 2 (Cambridge Mathematical Library)

by David Williams (Author), L.C.G.Rogers (Author)

New
Paperback
2000
$70.39

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

Synopsis

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

$70.39

Quantity

10 in stock

More Information

Format: Paperback
Pages: 494
Edition: 2
Publisher: Cambridge University Press
Published: 07 Sep 2000
ISBN 10: 0521775930
ISBN 13: 9780521775939

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus: Ito Calculus v. 2 (Cambridge Mathematical Library)

New

$70.39

Synopsis

$70.39

More Information