Diffusions, Markov Processes and Martingales, Vol. 1: Foundations (Second Edition)

Book 10 of 27: Cambridge Mathematical Library

L. C. G. Rogers, D. Williams

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ISBN 10: 0521775949 ISBN 13: 9780521775946

Published by Cambridge University Press, 2014

Language: English

Condition: Used - Good Soft cover

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Second edition. Cover is lightly rubbed. Large vertical crease line on front cover. Inside pages are clean and unmarked.

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Bibliographic Details

Title

Diffusions, Markov Processes and Martingales, Vol. 1: Foundations (Second Edition)

Publisher

Cambridge University Press

Publication Date

2014

Language

English

ISBN 10

0521775949

ISBN 13

9780521775946

Binding

Soft cover

Edition

2nd Edition

Condition

Good

Dust Jacket Condition

No jacket

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Mathematics

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Synopsis

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.

Book Description

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. The authors' aim is not just to present the subject of Brownian motion as a dry part of mathematical analysis, but to convey its real meaning and fascination. 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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