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

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L. C. G. Rogers

Cambridge University Press

2000-9-18

493

USD 75.00

Paperback

Cambridge Mathematical Library

9780521775939

图书标签: 数学随机过程概率论 Probability Mathematics Math

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发表于2024-11-25

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

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

图书描述

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.

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