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

✍ Scribed by L. C. G. Rogers, David Williams

• Publisher: Cambridge University Press
• Year: 2000
• Tongue: English
• Leaves: 406
• Series: Cambridge Mathematical Library
• Edition: 2
• Category: Library

✦ 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.

✦ Subjects

Математика;Теория вероятностей и математическая статистика;Теория случайных процессов;