DIFFUSIONS, MARKOV PROCESSES, AND MARTINGALES

DIFFUSIONS, MARKOV PROCESSES, AND MARTINGALES

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. Chapter 3 is a lively presentation of the theory of Markov processes. Together with its companion volume, this book equips graduate students for research into a subject of great intrinsic interest and wide applications.
Editora: CAMBRIDGE UNIVERSITY PRESS
ISBN: 0521775949
ISBN13: 9780521775946
Edição: 2ª Edição - 2000
Número de Páginas: 406
Acabamento: PAPERBACK
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