Diffusions, Markov processes, and martingales. Vol.1, Foundations
Rogers L.C.G., Williams D.
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.
ক্যাটাগোরিগুলো:
সাল:
2000
সংস্করণ:
2ed.
প্রকাশক:
CUP
ভাষা:
english
পৃষ্ঠা:
407
ISBN 10:
0521775949
ISBN 13:
9780521775946
ফাইল:
DJVU, 3.10 MB
IPFS:
,
english, 2000