Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
(Part of the Cambridge Mathematical Library Series)
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Book Overview
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.
Format:Paperback
Language:English
ISBN:0521775949
ISBN13:9780521775946
Release Date:May 2000
Publisher:Cambridge University Press
Length:410 Pages
Weight:1.25 lbs.
Dimensions:0.8" x 6.0" x 9.0"
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