Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library)
Diffusions, Markov Processes and Martingales offers a focused mathematical treatment of three foundational topics in probability theory. Written by L. C. G. Rogers and published in the Cambridge Mathematical Library, it provides a specialized reference for readers exploring stochastic processes and related mathematical concepts.
About This Book
Diffusions, Markov Processes and Martingales presents a mathematical study of three closely related areas in probability theory.
The book focuses on diffusions, Markov processes, and martingales as indicated by its title.
Written by L. C. G. Rogers, it is part of the Cambridge Mathematical Library.
This volume is suited to readers seeking a focused reference on these subjects within advanced mathematics and probability.
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