Diffusions, Markov Processes, and Martingales: Volume 1, Foundations - Cambridge Mathematical Library - Rogers, L. C. G. (University of Bath) - Books - Cambridge University Press - 9780521775946 - April 13, 2000
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Rogers, L. C. G. (University of Bath)
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations - Cambridge Mathematical Library 2 Revised edition

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Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

406 pages, 49 exercises

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 13, 2000
ISBN13 9780521775946
Publishers Cambridge University Press
Pages 410
Dimensions 151 × 225 × 22 mm   ·   598 g
Language English  

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