Diffusions, Markov Processes, and Martingales: Volume 1, Foundations - Martingale

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

Dettagli sul prodotto

• Autori: L. C. G. Rogers, L. C. G. Williams Rogers, D. Williams, David Williams
• Editore: Cambridge University Press ELT
• Lingue: Inglese
• Formato: Tascabile
• Pubblicazione: 13.04.2000
• EAN: 9780521775946
• ISBN: 978-0-521-77594-6
• Pagine: 410
• Serie: Cambridge Mathematical Library; Cambridge Mathematical Library
• Categorie: Scienze naturali, medicina, informatica, tecnica > Matematica; Zahlentheorie, Algebra, MEDICAL / General, MATHEMATICS / Probability & Statistics / General