Diffusions, Markov Processes and Martingales: Volume 2, It? Calculus. David Williams, L. C. G. Rogers

Diffusions, Markov Processes and Martingales: Volume 2, It? Calculus



Download Diffusions, Markov Processes and Martingales: Volume 2, It? Calculus



Diffusions, Markov Processes and Martingales: Volume 2, It? Calculus David Williams, L. C. G. Rogers ebook djvu
Publisher: Cambridge University Press
Language: English
Page: 489
ISBN: 0521775930, 9780521775939

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.



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