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

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

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Aug 5, 2014 · Engelska · e-bok
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Bokdetaljer

Format e-bok
Språk Engelska
Publicerad Aug 5, 2014
Förlag Cambridge University Press
ISBN-10 0511805144
ISBN-13 9780511805141

Beskrivning

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.

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