Call Boomerang Books 1300 36 33 32

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.

Buy Diffusions, Markov Processes, and Martingales: Volume 1, Foundations book by L. C. G. Rogers from Australia's Online Independent Bookstore, Boomerang Books.

Book Details

ISBN: 9780521775946
ISBN-10: 0521775949
Format: Paperback
(228mm x 152mm x 21mm)
Pages: 410
Imprint: Cambridge University Press
Publisher: Cambridge University Press
Publish Date: 13-Apr-2000
Country of Publication: United Kingdom

Reviews

» Have you read this book? We'd like to know what you think about it - write a review about Diffusions, Markov Processes, and Martingales: Volume 1, Foundations book by L. C. G. Rogers and you'll earn 50c in Boomerang Bucks loyalty dollars (you must be a Boomerang Books Account Holder - it's free to sign up and there are great benefits!)

Write Review


Books By Author L. C. G. Rogers

Numerical Methods in Finance by L. C. G. Rogers

Numerical Methods in Finance

Paperback, April 2008
$108.00