Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)

Rogers, L. C. G.; Williams, David

ISBN 10: 0521775949 / ISBN 13: 9780521775946

Published by Cambridge University Press, 2000

About this Item

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Bibliographic Details

• Title: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
• Publisher: Cambridge University Press
• Publication Date: 2000
• Language: English
• ISBN 10: 0521775949
• ISBN 13: 9780521775946
• Binding: paperback
• Edition: 2nd Edition
• Condition: Good

About this title

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.