Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
by David Williams, L. C. G. Rogers
A foundational treatment of diffusions, Markov processes, and martingales for advanced study in probability theory.
About This Book
This volume presents the core mathematical foundations of stochastic processes.
It covers the theory of diffusions, Markov processes, and martingales in rigorous detail.
The text is intended for advanced students and researchers in probability and analysis.
Topics are developed systematically with emphasis on mathematical structure and proofs.
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