Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

by L. C. G. Rogers

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Publisher: Cambridge University Press

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The following ISBNs are associated with this title:

ISBN - 10: 0521775930

ISBN - 13: 9780521775939

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Item may show signs of shelf wear. Pages may include limited notes and highlighting. Includes supplemental or companion materials if applicable. Access codes may or may not work. Connecting readers since 1972. Customer service is our top priority.

From the Publisher

The second volume concentrates on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. These subjects are made accessible in the many concrete examples that illustrate techniques of calculation, and in the treatment of all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appear for the first time in this book.

Used books: 8 more copies of this item are available

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

by L C G Rogers

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Publisher: Cambridge University Press

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Trade paperback (US). Glued binding. 496 p. Contains: Illustrations, black & white. Diffusions, Markov Processes & Martingales (Cambridge), 2.

$100.96

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

by David Williams L. C. G. Rogers

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$103.27

Diffusions, Markov Processes and Martingales

Diffusions, Markov Processes and Martingales

by David Williams L. C. G. Rogers

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Format: Paperback

Publisher: Cambridge University Press

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Paperback, 493pp., This listing is a new book, a title currently in-print which we order directly and immediately from the publisher.

$108.16

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: Ito Calculus V. 2 (Cambridge Mathematical Library)

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: Ito Calculus V. 2 (Cambridge Mathematical Library)

by David Williams L. C. G. Rogers

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Publisher: Cambridge University Press

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BRAND NEW BOOK! Shipped within 24-48 hours. Normal delivery time is 5-12 days.

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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

by David Williams L. C. G. Rogers

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Publisher: Cambridge University Press

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2000. 2nd Edition. Paperback. Ito Calculus. Series: Cambridge Mathematical Library. 494 pages, illustrations, bibliography, index. Now available in paperback for the first time; essential reading for all students of probability theory. Cateogry: (P) Professional & Vocational. BIC Classification: PBH; PBWL. Dimension: 228 x 153 x 23. Weight: 780......We ship daily from our warehouse. Over 350, 000 customers served online! Our feedback reflects our service....'Quick delivery and book was exactly as described', 'Great service-thank you! '

$116.16

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus

by L C G Rogers

Delivered in 3-5 weeks

Condition:

Format: Trade paperback

Publisher: Cambridge University Press

Seller Comments:

Trade paperback (US). Glued binding. 496 p. Contains: Illustrations, black & white. Diffusions, Markov Processes & Martingales (Cambridge), 2.

$122.75

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: Ito Calculus V. 2 (Cambridge Mathematical Library)

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: Ito Calculus V. 2 (Cambridge Mathematical Library)

by David Williams L. C. G. Rogers

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Condition:

Format: Paperback

Publisher: Cambridge University Press

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BRAND NEW BOOK! Shipped within 24-48 hours. Normal delivery time is 5-12 days.

$122.80

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library)

by David L. C. G.; Williams Rogers

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Publisher: Cambridge University Press

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0521775930 Special order direct from the distributor.

$127.15

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