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" Diffusions, Markov processes, and martingales / "
L.C.G. Rogers and David Williams
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BL
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| Record Number
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631249
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| Doc. No
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dltt
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| Main Entry
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Rogers, L. C. G
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| Title & Author
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Diffusions, Markov processes, and martingales /\ L.C.G. Rogers and David Williams
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| Edition Statement
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2nd ed
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| Publication Statement
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Cambridge, U.K. ;New York :: Cambridge University Press,, 2000
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| Series Statement
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Cambridge mathematical library
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| Page. NO
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2 v. :: ill. ;; 23 cm
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| ISBN
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0521775949 (v. 1 : pbk.)
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: 0521775930 (v. 2 : pbk.)
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| Notes
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Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994
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| Bibliographies/Indexes
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Includes bibliographical references and indexes
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| Contents
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v. 1. Foundations -- v. 2. Itô calculus
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| Subject
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Markov processes
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Diffusion processes
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Martingales (Mathematics)
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| Dewey Classification
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519.2/83
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| LC Classification
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QA274.7.W54 2000
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| Added Entry
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Williams, D., (David),1938-
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