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An Introduction To Markov Processes
This book provides a rigorous but elementary introduction to the theory ofMarkov Processes on a countable state space. It should be accessible tostudents wit... »
This book provides a rigorous but elementary introduction to the theory ofMarkov Processes on a countable state space. It should be accessible tostudents wit... »
Multidimensional Diffusion Processes
This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. Thi... »
This book is an excellent presentation of the application of martingale theory to the theory of Markov processes, especially multidimensional diffusions. Thi... »
Probability Theory, an Analytic View
This revised 2nd edition is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction... »
This revised 2nd edition is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction... »
Partial Differential Equations For Probabilists
Explains the theory of linear and second order PDEs of parabolic and elliptictype. »
Explains the theory of linear and second order PDEs of parabolic and elliptictype. »
A Concise Introduction To The Theory Of Integration
This edition develops the basic theory of Fourier transform. Stroocks approachis the one taken originally by Norbert Wiener and the Parsevals formula aswell ... »
This edition develops the basic theory of Fourier transform. Stroocks approachis the one taken originally by Norbert Wiener and the Parsevals formula aswell ... »
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