Diffusions, Markov processes, and martingales [electronic resource] / L.C.G. Rogers and David Williams.

Bibliographic Details

Main Author:	Rogers, L. C. G.
Other Authors:	Williams, D. (David), 1938-
Language:	English
Published:	Cambridge, U.K. ; New York : Cambridge University Press, 2000.
Edition:	2nd ed.
Subjects:	Markov processes. Diffusion processes. Martingales (Mathematics)
Online Access:	Cambridge Books on Core: 2000 (Digital Object Identifier Permalink)
Format:	Electronic eBook