VERY GOOD: This book is in very good condition, showing only a few signs of use and wear.
Product Details
Continued from the back cover: "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 Volume 1: Foundations, 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."
BRIEF CONTENTS
Volume 1 covers Chapters I through III. This volume picks up with Chapter IV:
Introduction to Itô Calculus
Stochastic Differential Equations and Diffusions
The General Theory
The book includes Some Frequently Used Notation, References, and Index.
