Format:
1 Online-Ressource (xx, 386 Seiten)
Edition:
2nd edition
ISBN:
9781107590120
Series Statement:
Cambridge mathematical library
Content:
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
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Additional Edition:
ISBN 9780521775946
Additional Edition:
Erscheint auch als Druck-Ausgabe ISBN 9780521775946
Language:
English
DOI:
10.1017/CBO9781107590120
Author information:
Rogers, Leonard C. G.
