Diffusions, Markov Processes, and Martingales: Volume 1, Foundations

Language: English

Published by Cambridge University Press, GB, 2000

0521775949 / 9780521775946

Series: Book 10 of 27 - Cambridge Mathematical Library

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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.

Seller Inventory # LU-9780521775946

Title
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Author
L. C. G. Rogers, David Williams
Publisher
Cambridge University Press, GB
Publication year
2000
Condition
New
Binding
Paperback
Language
English
ISBN 10
0521775949
ISBN 13
9780521775946
Edition
2nd Edition
Item weight
560 grams
Series
Book 10 of 27: Cambridge Mathematical Library

Rarewaves USA

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