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

By: Contributor(s): Material type: TextSeries: Cambridge mathematical libraryPublication details: Cambridge : Cambridge University Press, 2000.Edition: 2nd edDescription: 2 v. : ill. ; 23 cmISBN:
  • 9780521775939
  • 9780521775946
Subject(s): LOC classification:
  • QA274.7 .W54 2000
Contents:
v. 1. Foundations -- v. 2. Itô calculus.
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Holdings
Cover image Item type Current library Home library Collection Shelving location Call number Materials specified Vol info URL Copy number Status Notes Date due Barcode Item holds Item hold queue priority Course reserves
Books Library Neapolis University Pafos NUP Main Collection QA274.7.W54 2000 (Browse shelf(Opens below)) vol.1 1 Available 3000133
Books Library Neapolis University Pafos NUP Main Collection QA274.7.W54 2000 (Browse shelf(Opens below)) vol.2 1 Available 3000134
Total holds: 0

Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.

Includes bibliographical references and indexes.

v. 1. Foundations -- v. 2. Itô calculus.

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