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Diffusions, Markov Processes and Martingales 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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L. C. G. Rogers 作者

Cambridge University Press

译者

2000-9-18 出版日期

493 页数

USD 75.00 价格

Paperback

Cambridge Mathematical Library 丛书系列

9780521775939 图书编码

Diffusions, Markov Processes and Martingales 在线电子书图书标签: 数学随机过程概率论 Probability Mathematics Math

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Diffusions, Markov Processes and Martingales 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Diffusions, Markov Processes and Martingales 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

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Now available in paperback, 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.

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