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Diffusions, Markov processes, and martingales

✍ Scribed by Rogers, L. C. G and Williams, D


Year
1994
Tongue
English
Leaves
406
Edition
2nd ed
Category
Library

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πŸ“œ SIMILAR VOLUMES


Diffusion, Markov processes and martinga
✍ Rogers L.C.G., Williams D. πŸ“‚ Library πŸ“… 2000 🌐 English

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.

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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