Książka Diffusions, Markov Processes, and Martingales: Volume 1, Foundations L C G Rogers

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

Autor: L C G Rogers
Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 14-21 dni
418.23
Now available in paperback, this celebrated book has been prepared with readers' needs in mind, rema...

Informacje o książce

Autor
Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2000
strony
410
EAN
9780521775946
ISBN
0521775949
Enbook ID
04399163
Waga
598
Wymiary
151 x 225 x 22

Pełny opis

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.

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