[DOWNLOAD] "Diffusions, Markov Processes, and Martingales: Volume 1, Foundations" by L. C. G. Rogers & David Williams * eBook PDF Kindle ePub Free
eBook details
- Title: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
- Author : L. C. G. Rogers & David Williams
- Release Date : January 13, 2000
- Genre: Mathematics,Books,Science & Nature,
- Pages : * pages
- Size : 28511 KB
Description
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.