num_pages: 410
description: Now available in paperback, this celebrated book remains a key systematic guide to a large part of the modern theory of Probability. The authors not only present the subject of Brownian motion as a dry part of mathematical analysis, but 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 presentation of the theory of Markov processes. Together with its companion volume, this book equips graduate students for research into a subject of great intrinsic interest and wide applications.
language: English
title: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
titlecomplete: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
genres: Mathematics
ratings_count: 15
series: Cambridge Mathematical Library
publisher: Cambridge University Press