L. C. G. Rogers : Diffusions, Markov processes, and martingales, Volume 2 - Itô calculus

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L. C. G. Rogersin teos tarjoaa systemaattisen ja elinvoimaisen käsittelyn stokastisen integraalin, stokastisten differentiaaliyhtälöiden ja prosessiteorian perusteista konkreettisten esimerkkien kautta.

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AuthorL. C. G. Rogers
CoauthorsDavid Williams
TitleDiffusions, Markov processes, and martingales, Volume 2 - Itô calculus
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