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Diffusions, Markov Processes, and Martingales 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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L. C. G. Rogers 作者

Cambridge University Press

译者

2000-5-1 出版日期

406 页数

USD 75.00 价格

Paperback

Cambridge Mathematical Library 丛书系列

9780521775946 图书编码

Diffusions, Markov Processes, and Martingales 在线电子书图书标签: 数学随机过程概率论 Math Martingale 隨機過程金融英文版

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Diffusions, Markov Processes, and Martingales 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Diffusions, Markov Processes, and Martingales 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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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.

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