Diffusions, Markov processes, and martingales

Diffusions, Markov processes, and martingales / 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-
Format: Book
Language:English
Published: Chichester, West Sussex, England ; New York : Wiley, ©1994-
Edition:Second edition.
Series:Wiley series in probability and mathematical statistics.
Subjects:
Markov processes.
Diffusion processes.
Martingales (Mathematics)
Physical Description:volumes <1 > ; 24 cm.
Description
Item Description:New edition of: Diffusions, Markov processes, and martingales / David Williams. 1979-.
Bibliography:Includes bibliographical references and index.
ISBN:0471950610 (v. 1) :
Call Number:QA274.75 .W54 1994