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

Name: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
SKU: 2077374
Price: 203.99 AUD
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Paperback / softback

Series:

Cambridge Mathematical Library

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Description

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.

Release date Australia

April 13th, 2000

Author

Audience

Professional & Vocational

Edition

2nd Revised edition

Illustrations

Worked examples or Exercises

Pages

410

Series

Cambridge Mathematical Library

Dimensions

154x229x21

ISBN-13

9780521775946

Product ID

2077374

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