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

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

    • 79,99 €
    • 79,99 €

Description de l’éditeur

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.

GENRE
Science et nature
SORTIE
2000
13 avril
LANGUE
EN
Anglais
LONGUEUR
481
Pages
ÉDITIONS
Cambridge University Press
TAILLE
28,5
Mo

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