Diffusions, Markov Processes and Martingales: Ito Calculus (Wiley Series in Probability and Mathematics Statistics)

L.C.G. Rogers; David Williams

ISBN 10: 0471914827 / ISBN 13: 9780471914822

Published by John Wiley & Sons Inc, 1987

About this Item

Hardcover, no dust jacket. Light shelfwear to covers. Contents clean and tight. 475 pages, index, bibliography.

Seller Inventory # 24857

Bibliographic Details

• Title: Diffusions, Markov Processes and Martingales: Ito Calculus (Wiley Series in Probability and Mathematics Statistics)
• Publisher: John Wiley & Sons Inc
• Publication Date: 1987
• Language: English
• ISBN 10: 0471914827
• ISBN 13: 9780471914822
• Binding: Hardcover
• Condition: Very Good
• Weight: 30 ounces

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.