Diffusions, Markov Processes, and Martingales 2025 pdf epub mobi 电子书

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发表于2025-04-07

Diffusions, Markov Processes, and Martingales 2025 pdf epub mobi 电子书

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出版者:Cambridge University Press

作者:L. C. G. Rogers

出品人:

页数:406

译者:

出版时间:2000-5-1

价格:USD 75.00

装帧:Paperback

isbn号码:9780521775946

丛书系列:Cambridge Mathematical Library

图书标签: 数学随机过程概率论 Math Martingale 隨機過程金融英文版

Diffusions, Markov Processes, and Martingales 2025 pdf epub mobi 电子书图书描述

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.

Diffusions, Markov Processes, and Martingales 2025 pdf epub mobi 电子书

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