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

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

还没有评分
Aug 5, 2014 · 英语 · 电子书
加入书架

评价这本书


导出书籍日志

书籍详情

格式 电子书
语言 英语
已发布 Aug 5, 2014
出版商 Cambridge University Press
ISBN-10 0511805144
ISBN-13 9780511805141

描述

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.

类型

科学与技术 商业与经济
加入书架

评价这本书


导出书籍日志