£43.99

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£44 today · cheaper than every other day in the last 3 months

North Holland Stochastic Differential Equations and Diffusion Processes

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Last 18 days · 18 data points (no recent data)

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£43.99 £41.79 £42.67 £43.55 £44.43 £45.31 £46.19 28 July 2026 01 August 2026 05 August 2026 09 August 2026 14 August 2026
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Price distribution over 18 days • 1 price levels

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18 days 0 5 9 14 18 £44 Days at Price

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Price range: £44 - £44

Price levels: 1 different prices over 18 days

Description
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis. A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sections discussing complex (conformal) martingales and Kahler diffusions have been added.

Product Specifications
Brand
North Holland
Format
paperback
ASIN
1493307215
Category
Books > Subjects > Science, Nature & Maths > Mathematics > Mathematical Analysis > Differential Equations
Domain
Amazon UK
Release Date
06 December 2014
Listed Since
06 December 2014

Barcode

No barcode data available

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