Diffusions, Markov Processes and Martingales
Format: Hardcover
ISBN13: 9780471914822
Hardcover|9780471914822
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Overview
The main themes of this book are stochastic integrals, stochastic differential equations, excursion theory and 'the general theory of processes'. Much effort has gone into the attempt to make these subjects accessible by providing many concrete examples illustrating techniques of calculation, and by treating all topics (including stochastic differential geometry) from the ground up, starting from the simplest case. In particular, the theory is developed first for the 'continuous' case, by far the most important in practice, while the general theory (and its applications) forms the last chapter. Many of the examples and many of the proofs are new and some important methods of calculation appear for the first time in a book.
| ISBN-13 | 9780471914822 |
|---|---|
| ISBN-10 | 0471914827 |
| Weight | 1.85 Pounds |
| Dimensions | 1.42 x 0.59 x 2.24 In |
| List Price | $165.00 |
| Format | Hardcover |
|---|---|
| Pages | 490 pages |
| Publisher | John Wiley & Sons Inc |
| Published On | 1987-12-01 |
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