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Diffusions, Markov Processes, and Martingales (English, L. C. G. Rogers | David Williams | D. Williams)-52% OFF
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Diffusions, Markov Processes, and Martingales (English, L. C. G. Rogers | David Williams | D. Williams)

By L. C. G. Rogers | David Williams | D. WilliamsCambridge University Press
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Book Details

ISBN-139780521775946
ISBN-100521775949

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About the Book

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. Chapte…

ISBN: 9780521775946

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