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

L C G Rogers

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Lingua: inglese

Editore: Cambridge University Press, 2000

0521775949 / 9780521775946

Serie: Libro 10 di 27 - Cambridge Mathematical Library

Da: World of Books (was SecondSale), Montgomery, IL, U.S.A.World of Books (was SecondSale)

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Descrizione dell’articolo da parte del venditore

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.

Codice articolo 00099689014

Titolo
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Autore
L C G Rogers
Editore
Cambridge University Press
Anno di pubblicazione
2000
Condizione
Good
Rilegatura
Paperback
Lingua
inglese
ISBN 10
0521775949
ISBN 13
9780521775946
Edizione
seconda edizione
Serie
Libro 10 di 27: Cambridge Mathematical Library

World of Books (was SecondSale)

Montgomery, IL, U.S.A.

Venditore con 5 stelle

Venditore AbeBooks dal 20 dicembre 2007

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ArticoloDa 4 a 12 giorni lavorativiDa 3 a 6 giorni lavorativi
Primo articoloEUR 0,00EUR 9,75
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