Background
Rogers, Leonard Christopher was born on April 29, 1954 in Lower Hutt, New Zealand. Son of Gordon Leonard and Marian (Masson) Rogers.
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(The second volume concentrates on stochastic integrals, s...)
The second volume concentrates on stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes. These subjects are made accessible in the many concrete examples that illustrate techniques of calculation, and in the treatment of all topics from the ground up, starting from simple cases. Many of the examples and proofs are new; some important calculational techniques appear for the first time in this book.
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Rogers, Leonard Christopher was born on April 29, 1954 in Lower Hutt, New Zealand. Son of Gordon Leonard and Marian (Masson) Rogers.
Bachelor, U. Cambridge, England, 1975; Master of Arts, U. Cambridge, England, 1980; Doctor of Philosophy, U. Cambridge, England, 1980.
Research assistant, U. College Swansea, 1979-1980; lecturer, U. College Swansea, 1984-1985; lecturer, U. Warwick, Coventry, 1980-1983; lecturer, U. Cambridge, 1985-1990; professor statistics, Queen Mary and Westfield College, London, 1991-1993; professor probability, U. Bath, since 1994.
(The second volume concentrates on stochastic integrals, s...)
