Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Published on 13. April 2000
978-1-107-71349-9 (ISBN)
Description
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 mathematical analysis, but to convey its real meaning and fascination. The opening, heuristic chapter does just this, and it is followed by a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively and readable account of the theory of Markov processes. Together with its companion volume, 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.
More details
Other editions
Additional editions
L. C. G. Rogers | David Williams
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Volume 1, Foundations
Book
04/2000
2nd Edition
Cambridge University Press
€100.00
Shipment within 15-20 days
