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The Resource Diffusions, markov processes and martingales, Volume 2, Itô Calculus, L. C. G. Rogers, David Williams

Diffusions, markov processes and martingales, Volume 2, Itô Calculus, L. C. G. Rogers, David Williams

Label
Diffusions, markov processes and martingales, Volume 2, Itô Calculus
Title
Diffusions, markov processes and martingales
Title number
Volume 2
Title part
Itô Calculus
Statement of responsibility
L. C. G. Rogers, David Williams
Title variation
Diffusions, Markov Processes & Martingales
Creator
Contributor
Author
Subject
Language
eng
Summary
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
Member of
Cataloging source
UkCbUP
http://library.link/vocab/creatorName
Rogers, L. C. G.
Dewey number
519.2/83
Index
index present
LC call number
QA274.7
LC item number
.W54 2000
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1938 Apr. 9-
http://library.link/vocab/relatedWorkOrContributorName
Williams, David
Series statement
Cambridge mathematical library
http://library.link/vocab/subjectName
  • Diffusion processes
  • Markov processes
  • Martingales (Mathematics)
Label
Diffusions, markov processes and martingales, Volume 2, Itô Calculus, L. C. G. Rogers, David Williams
Instantiates
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
CR9780511805141
Edition
Second edition.
Extent
1 online resource (xiii, 480 pages)
Form of item
online
Isbn
9780511805141
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
digital, PDF file(s).
Specific material designation
remote
Label
Diffusions, markov processes and martingales, Volume 2, Itô Calculus, L. C. G. Rogers, David Williams
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
CR9780511805141
Edition
Second edition.
Extent
1 online resource (xiii, 480 pages)
Form of item
online
Isbn
9780511805141
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
digital, PDF file(s).
Specific material designation
remote

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