Título: Diffusions, Markov Proc. & Martingales. V. 1 | ||
Autor: Rogers, L. C. G. | Precio: $1120.00 | |
Editorial: Tech-Materials International Inc | Año: 2000 | |
Tema: Matematicas | Edición: 2ª | |
Sinopsis | ISBN: | |
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. Chapter 3 is a lively presentation of the theory of Markov processes. Together with its companion volume, this book equips graduate students for research into a subject of great intrinsic interest and wide applications. |