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