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

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Diffusions, Markov Processes, and Martingales: Volume 1, Foundations L C G Rogers
Libristo kod: 04399163
Nakladnici Cambridge University Press, travanj 2000
Now available in paperback, this celebrated book has been prepared with readers' needs in mind, rema... Cijeli opis
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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. 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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Informacije o knjizi

Puni naziv Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Autor L C G Rogers
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2000
Broj stranica 410
EAN 9780521775946
ISBN 0521775949
Libristo kod 04399163
Nakladnici Cambridge University Press
Težina 598
Dimenzije 151 x 225 x 22

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Number theory
Mathematics & Science > Mathematics > Probability & statistics
Medicine & Nursing > Medicine: general issues
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