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| Author | : L. C. G. Rogers |
| Publisher | : Cambridge University Press |
| Total Pages | : 412 |
| Release | : 2000-04-13 |
| Genre | : Mathematics |
| ISBN | : 9780521775946 |
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 |
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 | : D. Williams |
| Publisher | : |
| Total Pages | : |
| Release | : 1979 |
| Genre | : |
| ISBN | : |
| Author | : David Williams |
| Publisher | : |
| Total Pages | : |
| Release | : 1979 |
| Genre | : |
| ISBN | : |
| Author | : David B1938 (Apr) Williams |
| Publisher | : |
| Total Pages | : 237 |
| Release | : 1979 |
| Genre | : |
| ISBN | : |
| Author | : David Williams |
| Publisher | : |
| Total Pages | : 251 |
| Release | : 1979 |
| Genre | : Diffusion processes |
| ISBN | : 9780608175928 |
| Author | : L. C. G. Rogers |
| Publisher | : Cambridge University Press |
| Total Pages | : 498 |
| Release | : 2000-09-07 |
| Genre | : Mathematics |
| ISBN | : 9780521775939 |
This celebrated volume gives an accessible introduction to stochastic integrals, stochastic differential equations, excursion theory and the general theory of processes.
| Author | : David Williams |
| Publisher | : |
| Total Pages | : |
| Release | : 1987 |
| Genre | : |
| ISBN | : |
| Author | : David Williams |
| Publisher | : Cambridge University Press |
| Total Pages | : 274 |
| Release | : 1991-02-14 |
| Genre | : Mathematics |
| ISBN | : 9780521406055 |
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 | : L Rogers (C. G.) |
| Publisher | : |
| Total Pages | : |
| Release | : 2001 |
| Genre | : |
| ISBN | : |
