£64.48

Cambridge University Press Cambridge Ito Calculus Vol 2 - Diffusions and Martingales

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£64 today · all-time low £63 (Apr 2026) · usually £66

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Description

Expand your understanding of advanced mathematics with this second volume of the celebrated Cambridge Mathematical Library series. This text provides a systematic and vital treatment of complex topics, specifically focusing on stochastic integrals, stochastic differential equations, excursion theory, and the general theory of processes. Designed with the reader in mind, this book makes difficult subjects accessible by building from the ground up. By starting with simple cases and progressing through more complex theories, it ensures a logical learning path. The content includes many concrete examples that illustrate specific calculation techniques, helping to bridge the gap between theory and application. This edition features many new proofs and examples to enhance the learning experience. It serves as an essential resource for students and professionals in applied mathematics seeking a deep, structured exploration of Ito Calculus and its related processes.

Key Features

Focuses on advanced topics including stochastic integrals, stochastic differential equations, excursion theory, and the general theory of processes.

Provides an accessible learning experience by starting from simple cases and building up to complex mathematical theories.

Includes many concrete examples designed to illustrate specific techniques of calculation for better practical understanding.

Offers updated content with many new examples and proofs to support the study of stochastic processes.

Maintains a systematic treatment of the subject to ensure a clear and logical progression of mathematical concepts.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
07 September 2000
Listed Since
15 December 2006

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