Diffusions, Markov Processes, and Martingales
β Scribed by L.C.G Rogers and David Williams
- Publisher
- Cambridge University Press
- Year
- 2000
- Tongue
- English
- Leaves
- 469
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The book is meant to help the research student reach the stage where he or she can begin both to think up and tackle new problems and to read the up-to-date literature across a wide spectrum; and to persuade him or her that it is worth the effort.
In this second volume in the series, Rogers & Williams continue their highly accessible and intuitive treatment of modern stochastic analysis. The second edition of their text is a wonderful vehicle to launch the reader into state-of-the-art applications and research. The main prerequisite for Volu
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