Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations; L. C. G. Rogers, David Williams; 2000
-37%
Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations; L. C. G. Rogers, David Williams; 2000
-37%

Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations Upplaga 2

av L. C. G. Rogers, David Williams

  • Upplaga: 2a upplagan
  • Utgiven: 2000
  • ISBN: 9780521775946
  • Sidor: 410 st
  • Förlag: Cambridge University Press
  • Format: Häftad
  • Språk: Engelska

Om boken

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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Mer om Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations (2000)

2000 släpptes boken Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations skriven av L. C. G. Rogers, David Williams. Det är den 2a upplagan av kursboken. Den är skriven på engelska och består av 410 sidor. Förlaget bakom boken är Cambridge University Press.

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Referera till Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations (Upplaga 2)

Harvard

Rogers, L. C. G. & Williams, D. (2000). Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations. 2:a uppl. Cambridge University Press.

Oxford

Rogers, L. C. G. & Williams, David, Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations, 2 uppl. (Cambridge University Press, 2000).

APA

Rogers, L. C. G., & Williams, D. (2000). Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations (2:a uppl.). Cambridge University Press.

Vancouver

Rogers LCG, Williams D. Diffusions, Markov Processes, and Martingales : Volume 1 : Foundations. 2:a uppl. Cambridge University Press; 2000.

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