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

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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

MARC

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100 1 |a Rogers, L. C. G. 
245 1 0 |a Diffusions, Markov processes, and martingales  |h [electronic resource] /  |c L.C.G. Rogers and David Williams. 
250 |a 2nd ed. 
260 |a Cambridge, U.K. ;  |a New York :  |b Cambridge University Press,  |c 2000. 
500 |a Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994. 
504 |a Includes bibliographical references and indexes. 
505 0 |a v. 1. Foundations -- v. 2. Itô calculus. 
650 0 |a Markov processes. 
650 0 |a Diffusion processes. 
650 0 |a Martingales (Mathematics) 
700 1 |a Williams, D.  |q (David),  |d 1938- 
773 0 |t Cambridge Books on Core   |d Cambridge University Press 
776 1 |t Diffusions, Markov processes, and martingales /  |w (DLC)00269117 
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