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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge...
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by L. C. G. Rogers and David Williams
Sales Rank: 523799
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List Price: $62.00
$55.80
At Amazon
on 12-5-2008
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Paperback: 406 pages
Publisher: Cambridge University Press; 2 edition May 1, 2000
Language: English
ISBN-10: 0521775949
ISBN-13: 978-0521775946
Product Dimensions:
8.9 x 5.8 x 0.9 inches
Shipping Weight: 1.1 pounds
Product Description
Now available in paperback, this celebrated book remains a key systematic guide to a large part of the modern theory of Probability. The authors not only present the subject of Brownian motion as a dry part of mathematical analysis, but 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 presentation of the theory of Markov processes. Together with its companion volume, this book equips graduate students for research into a subject of great intrinsic interest and wide applications.
Book Description
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. The authors' aim is not just to present the subject of Brownian motion as a dry part of mathematical analysis, but to convey its real meaning and fascination. 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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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge...
Available from Amazon
Price: $55.80
Updated on 12-5-2008
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