Coverart for item
The Resource Diffusions, Markov processes, and martingales, L.C.G. Rogers and David Williams

Diffusions, Markov processes, and martingales, L.C.G. Rogers and David Williams

Label
Diffusions, Markov processes, and martingales
Title
Diffusions, Markov processes, and martingales
Statement of responsibility
L.C.G. Rogers and David Williams
Creator
Contributor
Subject
Language
eng
Summary
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. "Cambridge University Press"
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Rogers, L. C. G
Dewey number
519.2/83
Illustrations
illustrations
Index
index present
LC call number
QA274.7
LC item number
.W54 2000
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorDate
1938-
http://library.link/vocab/relatedWorkOrContributorName
Williams, D.
Series statement
Cambridge mathematical library
http://library.link/vocab/subjectName
  • Markov processes
  • Diffusion processes
  • Martingales (Mathematics)
Label
Diffusions, Markov processes, and martingales, L.C.G. Rogers and David Williams
Instantiates
Publication
Note
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
v. 1. Foundations -- v. 2. Itô calculus
Control code
42874839
Dimensions
23 cm
Edition
2nd ed.
Extent
2 volumes
Isbn
9780521775946
Isbn Type
(v. 1 : pbk.)
Lccn
00269117
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
Label
Diffusions, Markov processes, and martingales, L.C.G. Rogers and David Williams
Publication
Note
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994
Bibliography note
Includes bibliographical references and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
v. 1. Foundations -- v. 2. Itô calculus
Control code
42874839
Dimensions
23 cm
Edition
2nd ed.
Extent
2 volumes
Isbn
9780521775946
Isbn Type
(v. 1 : pbk.)
Lccn
00269117
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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