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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
Diffusions Markov Processes and Martingales Volume 1 Foundations - Cambridge Mathematical Library
Author: L. C. G. Rogers, David Williams
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 ...  more »
ISBN-13: 9780521775946
ISBN-10: 0521775949
Publication Date: 5/1/2000
Pages: 406
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Publisher: Cambridge University Press
Book Type: Paperback
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