Diffusions, Markov Processes, and Martingales: Volume 1, Foundations

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Cambridge University Press, Apr 13, 2000 - Mathematics - 406 pages
2 Reviews
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.
  

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Contents

II
1
III
2
IV
3
V
5
VI
7
VII
10
VIII
13
IX
16
C
174
CI
175
CII
177
CIII
178
CIV
180
CV
181
CVII
183
CVIII
184

X
18
XI
19
XII
21
XIV
25
XV
27
XVI
31
XVIII
36
XIX
38
XX
39
XXI
43
XXII
45
XXIII
46
XXIV
51
XXV
55
XXVI
59
XXVII
66
XXVIII
71
XXIX
73
XXX
80
XXXI
82
XXXII
85
XXXIII
88
XXXIV
90
XXXV
91
XXXVI
93
XXXVII
94
XXXVIII
95
XXXIX
96
XL
98
XLI
99
XLII
101
XLIII
102
XLIV
104
XLV
108
XLVI
109
XLVII
110
XLIX
111
L
113
LI
114
LII
115
LIII
116
LIV
118
LV
119
LVII
121
LIX
122
LX
123
LXI
124
LXII
126
LXIII
127
LXIV
128
LXVI
129
LXVII
130
LXVIII
131
LXIX
136
LXX
137
LXXII
138
LXXIII
139
LXXIV
140
LXXV
141
LXXVI
142
LXXVII
143
LXXVIII
144
LXXX
145
LXXXI
146
LXXXII
147
LXXXIII
150
LXXXIV
152
LXXXV
153
LXXXVI
154
LXXXVII
155
LXXXVIII
156
LXXXIX
158
XC
159
XCI
161
XCII
163
XCV
166
XCVI
167
XCVII
169
XCVIII
171
XCIX
172
CIX
186
CX
188
CXI
191
CXII
192
CXIII
200
CXIV
202
CXV
203
CXVI
205
CXVII
207
CXVIII
211
CXIX
213
CXX
215
CXXI
216
CXXII
217
CXXIV
218
CXXV
220
CXXVI
223
CXXVII
227
CXXVIII
228
CXXIX
231
CXXX
234
CXXXI
237
CXXXII
240
CXXXIII
243
CXXXIV
247
CXXXV
249
CXXXVI
252
CXXXVII
255
CXXXVIII
256
CXXXIX
258
CXL
261
CXLI
262
CXLII
263
CXLIV
267
CXLV
269
CXLVI
272
CXLVII
275
CXLVIII
277
CXLIX
278
CL
281
CLI
282
CLII
284
CLIII
286
CLIV
288
CLV
292
CLVI
295
CLVII
297
CLVIII
298
CLIX
302
CLX
303
CLXI
304
CLXII
306
CLXIII
309
CLXIV
313
CLXV
315
CLXVI
316
CLXVII
318
CLXVIII
319
CLXIX
321
CLXXI
323
CLXXII
325
CLXXIII
327
CLXXIV
328
CLXXVI
330
CLXXVII
331
CLXXVIII
332
CLXXIX
334
CLXXXI
337
CLXXXIII
339
CLXXXIV
340
CLXXXV
342
CLXXXVI
343
CLXXXVII
345
CLXXXVIII
347
CLXXXIX
348
CXC
349
CXCI
351
CXCII
375
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About the author (2000)

D. Newell Williams is president and professor of modern and American church history at Brite Divinity School, Texas Christian University, Fort Worth, Texas. He is the co-editor of The Encyclopedia of the Stone-Campbell Movement (William B. Eerdmans Publishing Co., 2004) as well as author of Barton Stone: A Spiritual Biography, from Chalice Press.

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