Diffusions Markov Processes And Martingales: Volume 2 Itô Calculus by L. C. G. Rogers, Paperback | Indigo Chapters
Diffusions Markov Processes And Martingales: Volume 2 Itô Calculus by L. C. G. Rogers, Paperback | Indigo Chapters

Coles

Diffusions Markov Processes And Martingales: Volume 2 Itô Calculus by L. C. G. Rogers, Paperback | Indigo Chapters

From L. C. G. Rogers

Current price: $104.95
Loading Inventory...

Size: 1 x 1 x 1

Visit retailer's website
*Product information may vary - to confirm product availability, pricing, and additional information please contact Coles
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. | Diffusions Markov Processes And Martingales: Volume 2 Itô Calculus by L. C. G. Rogers, Paperback | Indigo Chapters

More About Coles at Bramalea City Centre

Making Connections. Creating Experiences. We exist to add a little joy to our customers’ lives, each time they interact with us.

Powered by Adeptmind