Diffusions, Markov Processes, and Martingales: Volume 1, Fou (BOK)

L C G Rogers

699,00 69900
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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.

Produktfakta

Språk Engelsk Engelsk Innbinding Heftet
Utgitt 2000 Forfatter L C G Rogers
Forlag
CAMBRIDGE UNIVERSITY PRESS
ISBN 9780521775946
Antall sider 406 Dimensjoner 15,8cm x 23cm x 2,1cm
Vekt 594 gram Leverandør Bertram Trading Ltd

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