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Diffusions, Markov Processes, and Martingales : Volume 1, Foundations. 2nd Revised edition.
・ISBN 978-0-521-77594-6 paper GB£ 76.00
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電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-1-107-59012-0
| 著者・編者 | Rogers, L. C. G. / Williams, David, |
|---|---|
| シリーズ | Cambridge Mathematical Library |
| 出版社 | (Cambridge University Press, UK) |
| 出版年月 | 2000 |
| ページ数 | 410 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-10815＞ |
解説
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.