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Diffusions, Markov Processes and Martingales 2024 pdf epub mobi 電子書 下載

Diffusions, Markov Processes and Martingales
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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.

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發表於2024-06-20

Diffusions, Markov Processes and Martingales 2024 pdf epub mobi 電子書 下載

Diffusions, Markov Processes and Martingales 2024 pdf epub mobi 電子書 下載

Diffusions, Markov Processes and Martingales 2024 pdf epub mobi 電子書 下載


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出版者:Cambridge University Press
作者:L. C. G. Rogers
出品人:
頁數:493
譯者:
出版時間:2000-9-18
價格:USD 75.00
裝幀:Paperback
isbn號碼:9780521775939
叢書系列:Cambridge Mathematical Library

圖書標籤: 數學  隨機過程  概率論  Probability  Mathematics  Math   

Diffusions, Markov Processes and Martingales 2024 pdf epub mobi 電子書 下載
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