Diffusions, Markov Processes and Martingales
Format: Paperback
ISBN13: 9780521775946
Paperback|9780521775946
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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.
| ISBN-13 | 9780521775946 |
|---|---|
| ISBN-10 | 0521775949 |
| Weight | 1.23 Pounds |
| Dimensions | 5.99 x 0.92 x 9.02 In |
| List Price | $85.99 |
| Edition | 2nd Edition |
| Format | Paperback |
|---|---|
| Language | English |
| Pages | 410 pages |
| Publisher | Cambridge University Press |
| Published On | 2000-04-13 |
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