Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library) - Image 1

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Cambridge University Press Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)

Name: Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)
Brand: Cambridge University Press
Price: 61.94 GBP
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Applied Mathematics

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This celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The second volume follows on from the first, concentrating on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Much effort has gone into making these subjects as accessible as possible by providing many concrete examples that illustrate techniques of calculation, and by treating all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appeared for the first time in this book. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.

Product Specifications

Brand: Cambridge University Press
Format: paperback
ASIN: 0521775930
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Applied Mathematics
Domain: Amazon UK
Release Date: 07 September 2000
Listed Since: 15 December 2006

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Cambridge University Press Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)

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