| Diffusions, Markov Processes, and Martingales: Volume 1, Foundations Revised Edition Contributor(s): Rogers, L. C. G. (Author), Williams, David (Author), Williams, D. (Author) |
|
 |
ISBN: 0521775949 ISBN-13: 9780521775946 Publisher: Cambridge University Press OUR PRICE: $85.49 Product Type: Paperback - Other Formats Published: April 2000 Annotation: 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. |
| Additional Information |
| BISAC Categories: - Medical - Mathematics | Probability & Statistics - General |
| Dewey: 519.2 |
| LCCN: 00269117 |
| Series: Diffusions, Markov Processes & Martingales (Cambridge) |
| Physical Information: 0.83" H x 6.05" W x 9.01" (1.23 lbs) 410 pages |