Diffusion, Markov Processes and Martingales: Ito Calculus

L C Rogers,David Williams

ISBN 10: 0471914827 / ISBN 13: 9780471914822

Published by John Wiley & Sons December 1987, 1987

About this Item

used hardcover in a dust jacket. the jacket is somewhat worn about the edges and slightly scuffed, has only small tears at extremeties. corners slightly bumped, but pages and binding are clean, straight and tight. there are no marks to the text or other serious flaws. previous owner's name on front flyleaf. pages a bit discolored with age.

Seller Inventory # 1529677

Bibliographic Details

• Title: Diffusion, Markov Processes and Martingales: Ito Calculus
• Publisher: John Wiley & Sons December 1987
• Publication Date: 1987
• Language: English
• ISBN 10: 0471914827
• ISBN 13: 9780471914822
• Binding: Hardcover
• Condition: VG-
• Dust Jacket Condition: Very Good
• Seller catalogs:
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About this title

Synopsis

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 examples that illustrate techniques of calculation, and in the treatment of all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appear for the first time in this book.