Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations by L C G Rogers
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.SKU | Unavailable |
ISBN 13 | 9780521775946 |
ISBN 10 | 0521775949 |
Title | Diffusions, Markov Processes, and Martingales: Volume 1, Foundations |
Author | L C G Rogers |
Series | Cambridge Mathematical Library |
Condition | Unavailable |
Binding Type | Paperback |
Publisher | Cambridge University Press |
Year published | 2000-04-13 |
Number of pages | 410 |
Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
Note | Unavailable |