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	Non disponible
ISBN 13	9780521775946
ISBN 10	0521775949
Titre	Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Auteur	L C G Rogers
Série	Cambridge Mathematical Library
État	Non disponible
Type de reliure	Paperback
Éditeur	Cambridge University Press
Année de publication	2000-04-13
Nombre de pages	410
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible