Diffusions, Markov processes, and martingales / | L.C.G. Rogers and David Williams.
Rogers, L.C.G.
Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams. - 2nd ed. - Cambridge : Cambridge University Press, 2000. - 2 v. : ill. ; 23 cm. - Cambridge mathematical library. . - Cambridge mathematical library. .
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Includes bibliographical references and indexes.
v. 1. Foundations -- v. 2. Itô calculus.
9780521775939 9780521775946
Diffusion processes.
Markov processes.
Martingales (Mathematics)
QA274.7 / .W54 2000
Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams. - 2nd ed. - Cambridge : Cambridge University Press, 2000. - 2 v. : ill. ; 23 cm. - Cambridge mathematical library. . - Cambridge mathematical library. .
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Includes bibliographical references and indexes.
v. 1. Foundations -- v. 2. Itô calculus.
9780521775939 9780521775946
Diffusion processes.
Markov processes.
Martingales (Mathematics)
QA274.7 / .W54 2000