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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

Name: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Brand: WoB
SKU: 9780521775946
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Part of Cambridge Mathematical Library series

Summary

This 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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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.

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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