Diffusions, Markov Processes, and Martingales: Volume 1, Foundations - Paperback

FormatBook

Language English

ISBN-13 / SKU 9780521775946

About this item

by L. C. G. Rogers (Author), David Williams (Author), D. Williams (Author)

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.

Number of Pages: 410

Dimensions: 0.83 x 9.01 x 6.05 IN

Illustrated: Yes

Publication Date: April 13, 2000

$165.24

In Stock.