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Cover of Diffusions, Markov Processes, and Martingales

Diffusions, Markov Processes, and Martingales

Volume 1, Foundations

by L. C. G. Rogers, David Williams, D. Williams

Cambridge University Press

₹4,456

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From the publisher

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.

Description supplied by the publisher.

Book details

ISBN-13
9780521775946
ISBN-10
0521775949
Authors
L. C. G. Rogers, David Williams, D. Williams
Condition
New
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