Diffusions, Markov Processes and Martingales

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Now available in paperback for the first time; essential reading for all students of probability theory.


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 Levy 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.
EAN: 9780521775946
ISBN: 0521775949
Untertitel: Sprache: Englisch.
Verlag: Cambridge University Pr.
Format: kartoniert
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