Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
L. C. G. Rogers, David Williams
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.
Categories:
Year:
2000
Edition:
2
Publisher:
Cambridge University Press
Language:
english
Pages:
406
ISBN 10:
0521775949
ISBN 13:
9780521775946
Series:
Cambridge Mathematical Library
File:
DJVU, 15.16 MB
IPFS:
,
english, 2000