Diffusions, Markov processes, and martingales. [elektronicky zdroj]
| Autor: | Rogers, L. C. G., author |
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| Další autoři: |
Williams, D. (David), 1938-, author
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| Jazyk: | angličtina |
| Informace o vydání: | Cambridge : Cambridge University Press, 2000. |
| Předmět: | |
| Vydání: | 2nd edition. |
| Druh dokumentu: | Online; Non-fiction; Electronic document |
| Abstrakt: | Summary: 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. |
| Databáze: | Vybrané kolekce e-knih |
| Externí odkaz: |
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