Diffusions, Markov Processes, and Martingales: Volume 1,

Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
- Used Book in Good Condition
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.
Country USA
Brand Cambridge University Press
Manufacturer Cambridge University Press
Binding Paperback
ItemPartNumber 22152113
ReleaseDate 2000-05-01
UnitCount 1
EANs 9780521775946

Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)