Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus - Cambridge Mathematical Library - Rogers, L. C. G. (University of Bath) - Books - Cambridge University Press - 9780521775939 - September 7, 2000
In case cover and title do not match, the title is correct

Rogers, L. C. G. (University of Bath)
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus - Cambridge Mathematical Library 2 Revised edition

Price
£ 89.99

Ordered from remote warehouse

Expected delivery Jan 8 - 16, 2026
Christmas presents can be returned until 31 January

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list
or

This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. Together with its companion, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

493 pages, illustrations, bibliography, index

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 7, 2000
ISBN13 9780521775939
Publishers Cambridge University Press
Pages 496
Dimensions 152 × 229 × 24 mm   ·   714 g
Language English  

More by Rogers, L. C. G. (University of Bath)

Show all

See all of Rogers, L. C. G. (University of Bath) ( e.g. Paperback Book )