Diffusions, Markov Processes, and Martingales: Volumes 1 and 2
L. C. G. Rogers, David Williams
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.
კატეგორია:
წელი:
2000
გამოცემა:
2
გამომცემლობა:
Cambridge University Press
ენა:
english
გვერდები:
454
ISBN 10:
0521775949
ISBN 13:
9780521775946
სერია:
Cambridge Mathematical Library
ფაილი:
PDF, 22.52 MB
IPFS:
,
english, 2000