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Book Description
Now available in paperback, this celebrated book remains a key systematic guide to a large part of the modern theory of Probability. The authors not only present the subject of Brownian motion as a dry part of mathematical analysis, but 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 presentation of the theory of Markov processes. Together with its companion volume, this book equips graduate students for research into a subject of great intrinsic interest and wide applications.
- Book Details
- English Books
- Paperback 406 Pages
- Edition: 2
- ISBN-10: 0521775949
- ISBN-13: 9780521775946
- Publisher: Cambridge University Press
- Pub date: May 01, 2000
- Dimensions: 23 cm x 15 cm x 2 cm Just how big is that?
- Also available as: Hardcover
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