Diffusions, Markov Processes, and Martingales: Volume 1, Foundations by L C G Rogers

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	Nicht verfügbar
ISBN 13	9780521775946
ISBN 10	0521775949
Titel	Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Autor	L C G Rogers
Serie	Cambridge Mathematical Library
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	Cambridge University Press
Erscheinungsjahr	2000-04-13
Seitenanzahl	410
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
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