Diffusions, Markov Processes, and Martingales
, by L. C. G. Rogers , David WilliamsNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780521775946 | 0521775949
- Cover: Paperback
- Copyright: 5/1/2000
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.
Some Frequently Used Notation | xix | ||||
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1 | (9) | |||
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1 | (1) | |||
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2 | (1) | |||
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3 | (2) | |||
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5 | (2) | |||
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7 | (3) | |||
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10 | (26) | |||
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10 | (3) | |||
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13 | (3) | |||
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16 | (2) | |||
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18 | (1) | |||
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19 | (2) | |||
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21 | (1) | |||
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21 | (4) | |||
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25 | (2) | |||
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27 | (4) | |||
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31 | (1) | |||
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31 | (5) | |||
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36 | (19) | |||
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36 | (2) | |||
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38 | (1) | |||
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39 | (4) | |||
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43 | (2) | |||
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45 | (1) | |||
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46 | (5) | |||
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51 | (4) | |||
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55 | (30) | |||
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55 | (4) | |||
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59 | (7) | |||
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66 | (5) | |||
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71 | (2) | |||
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73 | (7) | |||
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80 | (2) | |||
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82 | (3) | |||
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85 | (23) | |||
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85 | (3) | |||
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88 | (2) | |||
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90 | (1) | |||
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91 | (2) | |||
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93 | (1) | |||
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94 | (1) | |||
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95 | (1) | |||
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96 | (2) | |||
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98 | (1) | |||
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99 | (2) | |||
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101 | (1) | |||
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102 | (2) | |||
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104 | (4) | |||
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108 | (11) | |||
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108 | (1) | |||
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109 | (1) | |||
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110 | (1) | |||
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110 | (1) | |||
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111 | (2) | |||
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113 | (1) | |||
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114 | (1) | |||
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115 | (1) | |||
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116 | (2) | |||
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118 | (1) | |||
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119 | (1) | |||
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119 | (18) | |||
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119 | (2) | |||
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121 | (1) | |||
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121 | (1) | |||
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122 | (1) | |||
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123 | (1) | |||
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124 | (2) | |||
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126 | (1) | |||
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127 | (1) | |||
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128 | (1) | |||
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128 | (1) | |||
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129 | (1) | |||
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130 | (1) | |||
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131 | (5) | |||
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136 | (1) | |||
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137 | (26) | |||
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137 | (1) | |||
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138 | (1) | |||
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139 | (1) | |||
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140 | (1) | |||
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141 | (1) | |||
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142 | (1) | |||
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143 | (1) | |||
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144 | (1) | |||
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144 | (1) | |||
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145 | (1) | |||
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146 | (1) | |||
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147 | (1) | |||
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148 | (2) | |||
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150 | (2) | |||
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152 | (1) | |||
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153 | (1) | |||
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154 | (1) | |||
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155 | (1) | |||
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156 | (2) | |||
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158 | (1) | |||
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159 | (2) | |||
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161 | (2) | |||
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163 | (37) | |||
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163 | (1) | |||
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163 | (3) | |||
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166 | (1) | |||
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167 | (2) | |||
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169 | (2) | |||
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171 | (1) | |||
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172 | (2) | |||
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174 | (1) | |||
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175 | (2) | |||
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177 | (1) | |||
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178 | (2) | |||
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180 | (1) | |||
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181 | (2) | |||
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183 | (1) | |||
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184 | (2) | |||
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186 | (2) | |||
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188 | (3) | |||
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191 | (1) | |||
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192 | (8) | |||
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200 | (27) | |||
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202 | (1) | |||
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203 | (2) | |||
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205 | (2) | |||
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207 | (4) | |||
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211 | (2) | |||
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213 | (2) | |||
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215 | (1) | |||
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216 | (1) | |||
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217 | (1) | |||
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218 | (2) | |||
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220 | (2) | |||
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222 | (5) | |||
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227 | (13) | |||
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227 | (1) | |||
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228 | (3) | |||
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231 | (3) | |||
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234 | (3) | |||
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237 | (3) | |||
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240 | (23) | |||
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240 | (3) | |||
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243 | (4) | |||
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247 | (2) | |||
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249 | (3) | |||
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252 | (3) | |||
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255 | (1) | |||
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256 | (2) | |||
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258 | (3) | |||
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261 | (1) | |||
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262 | (1) | |||
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263 | (21) | |||
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263 | (4) | |||
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267 | (2) | |||
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269 | (3) | |||
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272 | (3) | |||
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275 | (2) | |||
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277 | (1) | |||
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278 | (3) | |||
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281 | (1) | |||
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282 | (2) | |||
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284 | (19) | |||
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284 | (2) | |||
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286 | (2) | |||
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288 | (4) | |||
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292 | (3) | |||
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295 | (2) | |||
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297 | (1) | |||
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298 | (4) | |||
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302 | (1) | |||
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303 | (18) | |||
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303 | (1) | |||
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304 | (2) | |||
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306 | (3) | |||
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309 | (4) | |||
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313 | (2) | |||
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315 | (1) | |||
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316 | (2) | |||
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318 | (1) | |||
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319 | (2) | |||
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321 | (30) | |||
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321 | (2) | |||
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323 | (2) | |||
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325 | (2) | |||
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327 | (1) | |||
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328 | (2) | |||
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330 | (1) | |||
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331 | (1) | |||
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332 | (2) | |||
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334 | (3) | |||
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337 | (1) | |||
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337 | (2) | |||
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339 | (1) | |||
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340 | (2) | |||
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342 | (1) | |||
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343 | (2) | |||
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345 | (2) | |||
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347 | (1) | |||
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348 | (1) | |||
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349 | (2) | |||
References for Volumes 1 and 2 | 351 | (24) | |||
Index to Volumes 1 and 2 | 375 |
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