Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Автор
David Williams (University Of Wales, Swansea)
, L. C. G. Rogers (University Of Bath)
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.