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

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 a comprehensive and self-contained account of the foundations of theory of stochastic processes. Chapter 3 is a lively presentation of the theory of Markov processes. Together with its companion volume, this book equips graduate students for research into a subject of great intrinsic interest and wide applications.

Author: L. C. G. Rogers, David Williams
Publisher: Cambridge University Press
Published: 05/01/2000
Pages: 410
Binding Type: Paperback
Weight: 1.23lbs
Size: 9.01h x 6.05w x 0.83d
ISBN: 9780521775946

Review Citation(s):
Scitech Book News 06/01/2001 pg. 41