Articles liés à Diffusions, Markov Processes, and Martingales

Diffusions, Markov Processes, and Martingales - Couverture souple

Livre 10 sur 27: Cambridge Mathematical Library

Rogers, L. C. G.

 
9780521775946: Diffusions, Markov Processes, and Martingales
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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

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/

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