Diffusions, Markov Processes, and Martingales: Volume 1, Foundations EPUB
by L. C. G. Rogers, David Williams
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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.
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- Format:EPUB
- Publisher:Cambridge University Press
- Publication Date:13/04/2000
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- ISBN:9781107713499
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Download Now
- Format:EPUB
- Publisher:Cambridge University Press
- Publication Date:13/04/2000
- Category:
- ISBN:9781107713499