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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations

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

Rogers, L. C. G.
Williams, David
Williams, D.

Paperback

Series: Cambridge Mathematical Library

Medical ReferenceProbability & Statistics

ISBN10: 0521775949
ISBN13: 9780521775946
Publisher: Cambridge University Press
Published: Apr 13 2000
Pages: 410
Weight: 1.23
Height: 0.83 Width: 6.05 Depth: 9.01
Language: English
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.

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