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Item Details
Title:
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DIFFUSIONS, MARKOV PROCESSES, AND MARTINGALES: VOLUME 1, FOUNDATIONS
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By: |
L. C. G. Rogers, David Williams |
Format: |
Paperback |
List price:
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£65.99 |
Our price: |
£57.74 |
Discount: |
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You save:
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£8.25 |
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ISBN 10: |
0521775949 |
ISBN 13: |
9780521775946 |
Availability: |
Usually dispatched within 3-5 days.
Delivery
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Stock: |
Currently 1item in stock |
Publisher: |
CAMBRIDGE UNIVERSITY PRESS |
Pub. date: |
13 April, 2000 |
Edition: |
2nd Revised edition |
Series: |
Cambridge Mathematical Library |
Pages: |
410 |
Description: |
Now available in paperback for the first time; essential reading for all students of probability theory. |
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. |
Illustrations: |
49 exercises |
Publication: |
UK |
Imprint: |
Cambridge University Press |
Returns: |
Returnable |
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Ramadan and Eid al-Fitr
A celebratory, inclusive and educational exploration of Ramadan and Eid al-Fitr for both children that celebrate and children who want to understand and appreciate their peers who do.
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