Diffusions, Markov Processes and Martingales 在線電子書 圖書標籤: 數學 隨機過程 概率論 Probability Mathematics Math
發表於2024-12-23
Diffusions, Markov Processes and Martingales 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024
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.
評分
評分
評分
評分
Diffusions, Markov Processes and Martingales 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024