Diffusions, Markov processes, and martingales: Volume 1: Foundations
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 o...
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| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2000
|
| Ausgabe: | second edition |
| Schriftenreihe: | Cambridge mathematical library
|
| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xx, 386 pages) |
| ISBN: | 9781107590120 |
| DOI: | 10.1017/CBO9781107590120 |
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| 520 | |a 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 | ||
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
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| dewey-sort | 3519.2 283 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1017/CBO9781107590120 |
| edition | second edition |
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| indexdate | 2024-07-10T07:39:17Z |
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| isbn | 9781107590120 |
| language | English |
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| spelling | Rogers, Leonard C. G. (DE-588)13011359X aut Diffusions, Markov processes, and martingales Volume 1: Foundations L.C.G. Rogers, School of Mathematical Sciences, University of Bath and David Williams, Department of Mathematics, University of Wales, Swansea second edition Cambridge Cambridge University Press 2000 1 online resource (xx, 386 pages) txt rdacontent c rdamedia cr rdacarrier Cambridge mathematical library Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Markov processes Diffusion processes Martingales (Mathematics) Williams, David 1938- (DE-588)139651608 aut Erscheint auch als Druck-Ausgabe 978-0-521-77594-6 Erscheint auch als Druckausgabe 978-0-521-77594-6 https://doi.org/10.1017/CBO9781107590120 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Rogers, Leonard C. G. Williams, David 1938- Diffusions, Markov processes, and martingales Volume 1: Foundations Markov processes Diffusion processes Martingales (Mathematics) |
| title | Diffusions, Markov processes, and martingales Volume 1: Foundations |
| title_auth | Diffusions, Markov processes, and martingales Volume 1: Foundations |
| title_exact_search | Diffusions, Markov processes, and martingales Volume 1: Foundations |
| title_full | Diffusions, Markov processes, and martingales Volume 1: Foundations L.C.G. Rogers, School of Mathematical Sciences, University of Bath and David Williams, Department of Mathematics, University of Wales, Swansea |
| title_fullStr | Diffusions, Markov processes, and martingales Volume 1: Foundations L.C.G. Rogers, School of Mathematical Sciences, University of Bath and David Williams, Department of Mathematics, University of Wales, Swansea |
| title_full_unstemmed | Diffusions, Markov processes, and martingales Volume 1: Foundations L.C.G. Rogers, School of Mathematical Sciences, University of Bath and David Williams, Department of Mathematics, University of Wales, Swansea |
| title_short | Diffusions, Markov processes, and martingales |
| title_sort | diffusions markov processes and martingales volume 1 foundations |
| title_sub | Volume 1: Foundations |
| topic | Markov processes Diffusion processes Martingales (Mathematics) |
| topic_facet | Markov processes Diffusion processes Martingales (Mathematics) |
| url | https://doi.org/10.1017/CBO9781107590120 |
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