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

Libro 9 di 22: Cambridge Mathematical Library

Rogers, L. C. G.

 
9780521775946: Diffusions, Markov Processes, and Martingales: Foundations: 1
Brossura
ISBN 10: 0521775949 ISBN 13: 9780521775946
Casa editrice: Cambridge University Press, 2000

Sinossi

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

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

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/

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