Diffusions, Markov Processes and Martingales

Name: Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus
Brand: Cambridge University Press
SKU: 9780521775939
Price: 4482.00 INR
Availability: InStock

Volume 2, Ito Calculus

by L. C. G. Rogers, D. Williams, David Williams

Cambridge University Press

₹4,482

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From the publisher

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.

Description supplied by the publisher.