Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Paperback)

L.C.G. Rogers

ISBN 10: 0521775949 / ISBN 13: 9780521775946

Editore: Cambridge University Press, Cambridge, 2000

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Paperback. Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. The authors' aim is to present the subject of Brownian motion not as a dry part of mathematical analysis, but to 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 and readable account of the theory of Markov processes. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

Codice articolo 9780521775946

Dati bibliografici

• Titolo: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Paperback)
• Editore: Cambridge University Press, Cambridge
• Data di pubblicazione: 2000
• Lingua: Inglese
• ISBN 10: 0521775949
• ISBN 13: 9780521775946
• Rilegatura: Paperback
• Edizione: seconda edizione
• Condizione: new

Descrizione articolo

Riassunto

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

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.