£59.25

Cambridge University Press Diffusions, Markov Processes, and Martingales: Volume 1, Foundations: 01 (Cambridge Mathematical Library)

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£68.99 £46.68 £51.55 £56.42 £61.28 £66.15 £71.02 09 June 2024 23 October 2024 09 March 2025 23 July 2025 07 December 2025

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Description

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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
13 April 2000
Listed Since
09 February 2007

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