Diffusions, Markov Processes, and Martingales: Volume 1, Foundations download epub
Par brendemuehl david le lundi, juillet 9 2018, 16:50 - Lien permanent
L. C. G. Rogers,David Williams: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
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Author: L. C. G. Rogers,David Williams
Number of Pages: 410 pages
Published Date: 01 May 2000
Publisher: CAMBRIDGE UNIVERSITY PRESS
Publication Country: Cambridge, United Kingdom
Language: English
ISBN: 9780521775946
Download Link: Click Here
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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.