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Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.

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Author/Creator:
Rogers, L. C. G.
Language:
English.
Reprint/reissue date:
2000
Original date:
1994
Imprint:
2nd ed. - Cambridge, U.K. ; New York : Cambridge University Press, 2000.
Format:
  • Book
  • 2 v. : ill. ; 23 cm.
Note:
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Bibliography:
Includes bibliographical references and indexes.
Contents:
  • v. 1. Foundations
  • v. 2. Itô calculus.
Contributor:
Williams, D. (David), 1938-
Series:
Cambridge mathematical library.
Subjects:
ISBN:
0521775949
9780521775946
0521775930
9780521775939

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