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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
by L C G Rogers ; David Williams
Binding: Paperback, 2 edition, 406 pages
Publisher: Cambridge University Press
Weight: 1.1 pound
Dimension: H: 0.9 x L: 8.9 x W: 5.8 inches
ISBN 10: 0521775949
ISBN 13: 9780521775946
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Book Description:
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.

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