Diffusions, markov processes and martingales

By: L. C. G. RogersContributor(s): David WilliamsMaterial type: TextTextSeries: Cambridge Mathematical LibraryPublication details: U.K.: Cambridge University Press, [c2000]Description: 386 pISBN: 9780521775946Subject(s): MathematicsLOC classification: QA274.7
Contents:
CHAPTER I - BROWNIAN MOTION CHAPTER II - SOME CLASSICAL THEORY CHAPTER III - MARKOV PROCESSES
Summary: 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. --- provided by publisher
Tags from this library: No tags from this library for this title. Log in to add tags.
    Average rating: 0.0 (0 votes)
Item type Current library Collection Shelving location Call number Status Notes Date due Barcode Item holds
Book Book ICTS
Mathematic Rack No 5 QA274.7 (Browse shelf (Opens below)) Available Billno:IN 00241; Billdate: 2018-04-11 01097
Total holds: 0

CHAPTER I - BROWNIAN MOTION
CHAPTER II - SOME CLASSICAL THEORY
CHAPTER III - MARKOV PROCESSES

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. --- provided by publisher

There are no comments on this title.

to post a comment.