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

by David Williams, L.C.G. Rogers, David Williams

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521775949
• ISBN13: 9780521775946
• Release Date: May 2000
• Publisher: Cambridge University Press
• Length: 410 Pages
• Weight: 1.25 lbs.
• Dimensions: 0.8" x 6.0" x 9.0"