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

by David Williams, L.C.G. Rogers, David Williams

Book Overview

The second volume concentrates on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. These subjects are made accessible in the many concrete... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0521775930
• ISBN13: 9780521775939
• Release Date: September 2000
• Publisher: Cambridge University Press
• Length: 496 Pages
• Weight: 1.82 lbs.
• Dimensions: 0.9" x 6.0" x 8.9"