Descrição
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.
Detalhes do Livro
Formato
eBook
Idioma
Inglês
Publicado
ago 5, 2014
Editora
Cambridge University Press
Edições
3 edições
ISBN-10
0511805144
ISBN-13
9780511805141