Diffusions, Markov Processes, and Martingales: Volume 2, Itô Calculus, 2nd Edition
Condition: 100% BRAND NEW
Author: L. C. G. Rogers, David Williams
Edition: 2
International Publisher: Cambridge University Press
International Pub. Date: September 18, 2000
Cover: Paperback
International ISBN-13: 9780521775939
International ISBN-10: 0521775930
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Reference from Amazon | Diffusions, Markov Processes, and Martingales: Volume 2, Itô Calculus, 2nd Edition |
---|---|
Author | L. C. G. Rogers, David Williams |
Edition | 2 |
International Publisher | Cambridge University Press |
International Pub. Date | September 18, 2000 |
International ISBN-10 | 0521775930 |
International ISBN-13 | 9780521775939 |
Cover | Paperback |
Condition | 100% BRAND NEW |
Reviews
Customer Reviews
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Pretty accessible
Review by Daniel / (Posted on 1/15/2017)The parts of this book I've read have been clear and accessible for someone with an undergraduate degree in mathematics and some knowledge of stochastic processes. It doesn't needlessly multiply the jargon like some books, and it focuses mainly on the one-dimensional case so that the intuition isn't constantly obscured by matrix notation. Many subjects also have chatty introductions that offer intuition and a bit of relief from the hard work involved in learning this subject.