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

 
 
 
 
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
Author: L. C. G. Rogers - David Williams
ISBN 13: 9780521775946
ISBN 10: 521775949
Edition: 2
Publisher: Cambridge University Press
Publication Date: 2000-05-01
Format: Paperback
Pages: 410
List Price: $84.99
 
 

Now available in paperback for the first time; essential reading for all students of probability theory.

Booknews

This graduate level textbook deals with Brownian motion, the theory of stochastic processes, and the theory of Markov processes. Topics include Gaussian processes, continuous-parameter supermartingales, probability measure on Lusin spaces, Feller-Dynkin processes, additive functionals, and Ray processes. The second edition extends the coverage of Brownian motion and stochastic processes. Annotation c. Book News, Inc., Portland, OR (booknews.com)