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About Diffusions, Markov Processes, and Martingales: Volumes 1 and 2
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.
Detailed Information
| Author: | L. C. G. Rogers, David Williams |
|---|---|
| Publication Year: | 2000 |
| ISBN: | 9780521775946 |
| Pages: | 454 |
| Language: | English |
| File Size: | 22.519 |
| Format: | |
| Price: | FREE |
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