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Title: DIFFUSIONS, MARKOV PROCESSES, AND MARTINGALES: VOLUME 1, FOUNDATIONS
By: L. C. G. Rogers, David Williams
Format: Paperback

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ISBN 10: 0521775949
ISBN 13: 9780521775946
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Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 13 April, 2000
Edition: 2nd Revised edition
Series: Cambridge Mathematical Library
Pages: 410
Description: Now available in paperback for the first time; essential reading for all students of probability theory.
Synopsis: 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.
Illustrations: 49 exercises
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
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