Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus
Author | : L. C. G. Rogers |
Publisher | : Cambridge University Press |
Total Pages | : 498 |
Release | : 2000-09-07 |
ISBN-10 | : 0521775930 |
ISBN-13 | : 9780521775939 |
Rating | : 4/5 (939 Downloads) |
Download or read book Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus written by L. C. G. Rogers and published by Cambridge University Press. This book was released on 2000-09-07 with total page 498 pages. Available in PDF, EPUB and Kindle. Book excerpt: This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.