Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus - Paperback
by L. C. G. Rogers (Author), David Williams (Author)
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.
Made with care and unconditionally loved by our customers, this signature bestseller exceeds all expectations.
Made with care and unconditionally loved by our customers, this signature bestseller exceeds all expectations.
At the heart of every product lies a unique story, driven by our passion for quality and innovation. Each item enhances your everyday life and sparks joy.