Get Free Shipping on orders over $0
Diffusions, Markov Processes and Martingales : Volume 2, Ito Calculus - No Information Available

Diffusions, Markov Processes and Martingales

Volume 2, Ito Calculus

By: No Information Available

Paperback | 15 November 2000 | Edition Number 2

At a Glance

Paperback


RRP $145.95

$131.75

10%OFF

or 4 interest-free payments of $32.94 with

 or 

Ships in 15 to 25 business days

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.
Industry Reviews
'I welcome the paperback edition version of this masterfully written text.' Paul Embrechts, JASA 'The monograph as a whole is warmly recommended to post-PhD students of probability and will be welcomed as a good and reliable reference.' EMS '... will be read with pleasure and advantage by experts in the field and its applications, as well as by those probabilists and others who wish to learn the subject ... an exciting and enjoyable introduction to the rich ideas of the Ito calculus ... there is nothing dry about this book, for its authors have already breathed life into a vibrant subject.' Mathematics Today

More in Probability & Statistics

The Maths Book : Big Ideas Simply Explained - DK

RRP $45.00

$35.75

21%
OFF
Statistics and Data Handling for Biologists : A Student's Guide - Neil Millar
Introductory Statistics - Sheldon M. Ross

$302.99

Foundations of Statistics - Everett Davies
Sampling Theory and Practice - Casey Murphy
Practical Statistics - Nancy Maxwell

$446.75

Statistics without Tears : An Introduction for Non-Mathematicians - Derek Rowntree
The Art of Statistics : Learning from Data - David Spiegelhalter

RRP $26.99

$22.99

15%
OFF
Calling Bullshit : The Art of Scepticism in a Data-Driven World - Carl T. Bergstrom
The Black Swan : The Impact of the Highly Improbable - Nassim Nicholas Taleb
The Book Of Why : New Science Of Cause And Effect - Judea Pearl

RRP $26.99

$22.99

15%
OFF
Research Methods and Statistics in Psychology : 8th Edition - Hugh Coolican
The Signal and the Noise : The Art and Science of Prediction - Nate Silver
Rationality : What It Is, Why It Seems Scarce, Why It Matters - Steven Pinker
Causal Inference : What If - James M.  Robins

RRP $94.99

$81.75

14%
OFF