Diffusions, Markov Processes, and Martingales (English, L. C. G. Rogers | David Williams | D. Williams)
by L. C. G. Rogers | David Williams | D. Williams
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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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