Markov Processes, Brownian Motion, and Time Symmetry

Name: Markov Processes, Brownian Motion, and Time Symmetry
SKU: 2114932
Price: 311.99 AUD
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Hardback

Series:

Grundlehren Der Mathematischen Wissenschaften

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Description

From the reviews of the First Edition:"This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zurich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal?The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation. " (Mathematical Reviews)This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.

Release date Australia

July 15th, 2005

Author

Audiences

Postgraduate, Research & Scholarly
Undergraduate

Edition

2nd ed. 2005

Illustrations

5 Illustrations, black and white; XII, 432 p. 5 illus.

Pages

432

Series

Grundlehren Der Mathematischen Wissenschaften

Dimensions

156x234x25

ISBN-13

9780387220260

Product ID

2114932

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