Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, whilst retaining its vitality. 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.

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

Book Information
ISBN 9780521775946
Author L. C. G. Rogers
Format Paperback
Page Count 410
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 560g
Dimensions(mm) 229mm * 154mm * 21mm