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发表于2025-02-02

Diffusions, Markov Processes and Martingales 2025 pdf epub mobi 电子书

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出版者:Cambridge University Press

作者:L. C. G. Rogers

出品人:

页数:493

译者:

出版时间:2000-9-18

价格:USD 75.00

装帧:Paperback

isbn号码:9780521775939

丛书系列:Cambridge Mathematical Library

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

Diffusions, Markov Processes and Martingales 2025 pdf epub mobi 电子书图书描述

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 2025 pdf epub mobi 电子书

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