Diffusions, Markov Processes, and Martingales - Couverture souple

Rogers, L. C. G.

Couverture souple

ISBN 10 : 0521775949 ISBN 13 : 9780521775946

Editeur : Cambridge University Press, 2000

Synopsis

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.

Détails de l'édition

• Éditeur: Cambridge University Press
• Date d'édition: 2000
• Langue: anglais
• ISBN 10: 0521775949
• ISBN 13: 9780521775946
• Reliure: Broché
• Numéro d'édition: 2
• Nombre de pages: 408
• Coordonnées du fabricant: non disponible
• Personne responsable: Avery; https://www.avery.fr/; ; chemin des peupliers 27; Dardilly; France