L. C. G. Rogers (University of Bath), David Williams (Swansea University of Wales)

Diffusions, Markov Processes, and Martingales

Volume 1, Foundations

• Broschiertes Buch

Produktbeschreibung

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.

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• Cambridge Mathematical Library
• Verlag: Cambridge University Press
• 2 Revised edition
• Seitenzahl: 410
• Erscheinungstermin: 5. September 2014
• Englisch
• Abmessung: 229mm x 152mm x 23mm
• Gewicht: 598g
• ISBN-13: 9780521775946
• ISBN-10: 0521775949
• Artikelnr.: 22152113

Inhaltsangabe

Some frequently used notation
1. Brownian motion
Part I. Introduction: 2. Basics about Brownian motion
3. Brownian motion in higher dimensions
4. Gaussian processes and Lévy processes
Part II. Some Classical Theory: 5. Basic measure theory
6. Basic probability theory
7. Stochastic processes
8. Discrete-parameter martingale theory
9. Continuous-parameter martingale theory
10. Probability measure on Lusin spaces
Part III. Markov Processes: 11. Transition functions and resolvents
12. Feller-Dynkin processes
13. Additive functionals
14. Approach to ray processes: the Martin boundary
15. Ray processes
16. Applications
References
Index.