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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations

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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations - Rogers, L. C. G., and Williams, David
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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. ...

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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations 2000, Cambridge University Press, Cambridge

ISBN-13: 9780521775946

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