Diffusions, Markov Processes, and Martingales: Foundations: 1 - Brossura

Rogers, L. C. G.

Brossura

ISBN 10: 0521775949 ISBN 13: 9780521775946

Casa editrice: Cambridge University Press, 2000

Riassunto

Now available in paperback for the first time; essential reading for all students of probability theory.

Su questo libro

Descrizione del libro

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. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

Contenuti

Some frequently used notation; 1. Brownian motion; Part I. Introduction; 2. Basics about Brownian motion; 3. Brownian motion in higher dimensions; 4. Gaussian processes and Lévy processes; Part II. Some Classical Theory; 5. Basic measure theory; 6. Basic probability theory; 7. Stochastic processes; 8. Discrete-parameter martingale theory; 9. Continuous-parameter martingale theory; 10. Probability measure on Lusin spaces; Part III. Markov Processes: 11. Transition functions and resolvents; 12. Feller–Dynkin processes; 13. Additive functionals; 14. Approach to ray processes: the Martin boundary; 15. Ray processes; 16. Applications; References; Index.

Dettagli dell'edizione

• Editore: Cambridge University Press
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0521775949
• ISBN 13: 9780521775946
• Rilegatura: Copertina flessibile
• Numero edizione: 2
• Numero di pagine: 408
• Contatto del produttore: non disponibile
• Persona responsabile: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; Francia