Diffusions, Markov Processes, and Martingales, Volume 1: Foundations / Edition 2 by L. C. G. Rogers, David Williams, D. Williams | | 9781107713499 | NOOK Book (eBook) | Barnes & Noble
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations

Diffusions, Markov Processes, and Martingales: Volume 1, Foundations

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

Overview

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.

Editorial Reviews

Booknews
This graduate level textbook deals with Brownian motion, the theory of stochastic processes, and the theory of Markov processes. Topics include Gaussian processes, continuous-parameter supermartingales, probability measure on Lusin spaces, Feller-Dynkin processes, additive functionals, and Ray processes. The second edition extends the coverage of Brownian motion and stochastic processes. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Product Details

ISBN-13:
9781107713499
Publisher:
Cambridge University Press
Publication date:
04/13/2000
Series:
Cambridge Mathematical Library
Sold by:
Barnes & Noble
Format:
NOOK Book
File size:
21 MB
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