Now available in paperback, this celebrated book has been prepared with readersâ 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, e[...]
Now available in paperback, this celebrated book has been prepared with readers? needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors? aim is to present the subject of Brownian motion not as a dry part of mathemat[...]