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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics

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Diffusions, Markov Processes And Martingales - Volume 2 - Ito Calculus (Paperback, 2nd Revised edition) Loot Price: R2,175

Discovery Miles 21 750

Repayment Terms: R204 pm x 12*

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Diffusions, Markov Processes And Martingales - Volume 2 - Ito Calculus (Paperback, 2nd Revised edition)

L. C. G. Rogers, David Williams

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Loot Price R2,175 Discovery Miles 21 750 | Repayment Terms: R204 pm x 12*

Expected to ship within 12 - 17 working days

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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.

General

Imprint:	Cambridge University Press
Country of origin:	United Kingdom
Release date:	September 2000
First published:	2000
Authors:	L. C. G. Rogers • David Williams
Dimensions:	227 x 154 x 21mm (L x W x T)
Format:	Paperback
Pages:	480
Edition:	2nd Revised edition
ISBN-13:	978-0-521-77593-9
Categories:	Books > Science & Mathematics > Mathematics > Number theory > General Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	0-521-77593-0
Barcode:	9780521775939