Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)

Rogers, L. C. G.; Williams, David

ISBN 10: 0521775949 / ISBN 13: 9780521775946

Verlag: Cambridge University Press, 2000

Beschreibung

Fast Free Shipping â Good condition book with a firm cover and clean, readable pages. Shows normal use, including some light wear or limited notes highlighting, yet remains a dependable copy overall. Supplemental items like CDs or access codes may not be included.

Bestandsnummer des Verkäufers GWV.0521775949.G

Bibliografische Details

• Titel: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
• Verlag: Cambridge University Press
• Erscheinungsjahr: 2000
• Sprache: Englisch
• ISBN-10: 0521775949
• ISBN-13: 9780521775946
• Einband: Softcover
• Auflage: 2. Auflage
• Zustand: good

Über diesen Titel

Inhaltsangabe

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.

Über die Autorin bzw. den Autor

Charlotte y Peter Fiell son dos autoridades en historia, teoría y crítica del diseño y han escrito más de sesenta libros sobre la materia, muchos de los cuales se han convertido en éxitos de ventas. También han impartido conferencias y cursos como profesores invitados, han comisariado exposiciones y asesorado a fabricantes, museos, salas de subastas y grandes coleccionistas privados de todo el mundo. Los Fiell han escrito numerosos libros para TASCHEN, entre los que se incluyen 1000 Chairs, Diseño del siglo XX, El diseño industrial de la A a la Z, Scandinavian Design y Diseño del siglo XXI.