Title: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
Publisher: Cambridge University Press
Publication Date: 2000
Language: English
ISBN 10: 0521775949
ISBN 13: 9780521775946
Binding: Soft cover
Edition: 2nd Edition
Condition: New

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

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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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