Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: 01 (Cambridge Mathematical Library) - Softcover

Book 9 of 22: Cambridge Mathematical Library

Rogers, L. C. G.

 
9780521775946: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: 01 (Cambridge Mathematical Library)

Synopsis

Now available in paperback for the first time; essential reading for all students of probability theory.

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Book Description

Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

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