Diffusions, Markov Processes, and Martingales - Info and Reading Options
By Williams, David
"Diffusions, Markov Processes, and Martingales" was published by Wiley in 1987 - Chichester, the book is classified in Mathematics genre, it has 475 pages and the language of the book is English.
“Diffusions, Markov Processes, and Martingales” Metadata:
- Title: ➤ Diffusions, Markov Processes, and Martingales
- Author: Williams, David
- Language: English
- Number of Pages: 475
- Is Family Friendly: Yes - No Mature Content
- Publisher: Wiley
- Publish Date: 1987
- Publish Location: Chichester
- Genres: Mathematics
“Diffusions, Markov Processes, and Martingales” Subjects and Themes:
- Subjects: ➤ Diffusion processes - Markov processes - Martingales (Mathematics) - General - Probability & Statistics - General - Applied mathematics - Probability & statistics - Science - Science/Mathematics - Diffusion
Edition Specifications:
- Pagination: xiii,475p. :
Edition Identifiers:
- Google Books ID: g8QSAQAAMAAJ
- The Open Library ID: OL21474354M - OL5304219W
- Library of Congress Control Number (LCCN): 78016634
- ISBN-10: 0471914827
- All ISBNs: 0471914827
AI-generated Review of “Diffusions, Markov Processes, and Martingales”:
Snippets and Summary:
The main themes of this book are stochastic integrals, stochastic differential equations, excursion theory and 'the general theory of processes'.
"Diffusions, Markov Processes, and Martingales" Description:
Google Books:
The main themes of this book are stochastic integrals, stochastic differential equations, excursion theory and 'the general theory of processes'. Much effort has gone into the attempt to make these subjects accessible by providing many concrete examples illustrating techniques of calculation, and by treating all topics (including stochastic differential geometry) from the ground up, starting from the simplest case. In particular, the theory is developed first for the 'continuous' case, by far the most important in practice, while the general theory (and its applications) forms the last chapter. Many of the examples and many of the proofs are new and some important methods of calculation appear for the first time in a book.
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- Is Online Borrowing Available: Yes
- Preview Status: full
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