TY  - BOOK
AU  - L. C. G. Rogers
AU  - David Williams
TI  - Diffusions, markov processes and martingales
T2  - Cambridge Mathematical Library 
SN  - 9780521775946
AV  - QA274.7 
PY  - 2000///]
CY  - U.K.
PB  - Cambridge University Press
KW  - Mathematics
N1  - CHAPTER I - BROWNIAN MOTION 
CHAPTER II - SOME CLASSICAL THEORY 
CHAPTER III - MARKOV PROCESSES


N2  - 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
ER  -