Diffusions, Markov processes, and martingales. Volume 1, Foundations /

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 o...

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Bibliographic Details
Main Authors: Rogers, L. C. G. (Author), Williams, D. 1938- (Author)
Format: Electronic eBook
Language:English
Published: Cambridge : Cambridge University Press, 2000.
Edition:2nd edition.
Series:Cambridge mathematical library.
Subjects:
Online Access:CONNECT