Diffusions Markov Processes And Martingales PDF Download
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Author | : L. C. G. Rogers |
Publisher | : Cambridge University Press |
Total Pages | : 498 |
Release | : 2000-09-07 |
Genre | : Mathematics |
ISBN | : 9780521775939 |
Download Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus Book in PDF, ePub and Kindle
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.
Author | : L. C. G. Rogers |
Publisher | : Cambridge University Press |
Total Pages | : 412 |
Release | : 2000-04-13 |
Genre | : Mathematics |
ISBN | : 9780521775946 |
Download Diffusions, Markov Processes, and Martingales: Volume 1, Foundations Book in PDF, ePub and Kindle
Now available in paperback for the first time; essential reading for all students of probability theory.
Author | : L. C. G. Rogers |
Publisher | : Cambridge University Press |
Total Pages | : 412 |
Release | : 2000-04-13 |
Genre | : Mathematics |
ISBN | : 1107717493 |
Download Diffusions, Markov Processes, and Martingales: Volume 1, Foundations Book in PDF, ePub and Kindle
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.
Author | : David Williams |
Publisher | : |
Total Pages | : |
Release | : 1987 |
Genre | : |
ISBN | : |
Download Diffusions, Markov Processes, and Martingales Book in PDF, ePub and Kindle
Author | : L Rogers (C. G.) |
Publisher | : |
Total Pages | : |
Release | : 2001 |
Genre | : |
ISBN | : |
Download Diffusions, Markov Processes, and Martingales Book in PDF, ePub and Kindle
Author | : David Williams |
Publisher | : Cambridge University Press |
Total Pages | : 274 |
Release | : 1991-02-14 |
Genre | : Mathematics |
ISBN | : 9780521406055 |
Download Probability with Martingales Book in PDF, ePub and Kindle
This is a masterly introduction to the modern, and rigorous, theory of probability. The author emphasises martingales and develops all the necessary measure theory.
Author | : David Williams |
Publisher | : |
Total Pages | : 251 |
Release | : 1979 |
Genre | : Diffusion processes |
ISBN | : 9780608175928 |
Download Diffusions, Markov Processes, and Martingales Book in PDF, ePub and Kindle
Author | : Tomasz Komorowski |
Publisher | : Springer Science & Business Media |
Total Pages | : 494 |
Release | : 2012-07-05 |
Genre | : Mathematics |
ISBN | : 364229880X |
Download Fluctuations in Markov Processes Book in PDF, ePub and Kindle
The present volume contains the most advanced theories on the martingale approach to central limit theorems. Using the time symmetry properties of the Markov processes, the book develops the techniques that allow us to deal with infinite dimensional models that appear in statistical mechanics and engineering (interacting particle systems, homogenization in random environments, and diffusion in turbulent flows, to mention just a few applications). The first part contains a detailed exposition of the method, and can be used as a text for graduate courses. The second concerns application to exclusion processes, in which the duality methods are fully exploited. The third part is about the homogenization of diffusions in random fields, including passive tracers in turbulent flows (including the superdiffusive behavior). There are no other books in the mathematical literature that deal with this kind of approach to the problem of the central limit theorem. Hence, this volume meets the demand for a monograph on this powerful approach, now widely used in many areas of probability and mathematical physics. The book also covers the connections with and application to hydrodynamic limits and homogenization theory, so besides probability researchers it will also be of interest also to mathematical physicists and analysts.
Author | : David Williams |
Publisher | : |
Total Pages | : |
Release | : 1979 |
Genre | : |
ISBN | : |
Download Diffusions, Markov Processes, and Martingales Book in PDF, ePub and Kindle
Author | : Daniel W. Stroock |
Publisher | : Springer |
Total Pages | : 338 |
Release | : 2007-02-03 |
Genre | : Mathematics |
ISBN | : 3540289992 |
Download Multidimensional Diffusion Processes Book in PDF, ePub and Kindle
From the reviews: "This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. [...] This monograph can be recommended to graduate students and research workers but also to all interested in Markov processes from a more theoretical point of view." Mathematische Operationsforschung und Statistik