Book Details
Format
Paperback / Softback
Book Series
Cambridge Mathematical Library
ISBN-10
0521775930
ISBN-13
9780521775939
Edition
2 Revised edition
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Sep 7th, 2000
Print length
496 Pages
Weight
714 grams
Dimensions
22.90 x 15.20 x 2.40 cms
Product Classification:
Number theoryStochastics
Ksh 13,850.00
Manufactured on Demand
0 in stock
Delivery Location
Delivery fee: Select location
Secure
Quality
Fast
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.
This celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The second volume follows on from the first, concentrating on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Much effort has gone into making these subjects as accessible as possible by providing many concrete examples that illustrate techniques of calculation, and by treating all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appeared for the first time in this book. Together with its companion volume, this book helps equip graduate students for research into a subject of great intrinsic interest and wide application in physics, biology, engineering, finance and computer science.
Get Diffusions, Markov Processes and Martingales by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has pages.
