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:
Physical Description:volumes <1 > ; 24 cm.

MARC

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250 |a Second edition. 
260 |a Chichester, West Sussex, England ;  |a New York :  |b Wiley,  |c ©1994- 
300 |a volumes <1 > ;  |c 24 cm. 
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490 1 |a Wiley series in probability and mathematical statistics 
500 |a New edition of: Diffusions, Markov processes, and martingales / David Williams. 1979-. 
504 |a Includes bibliographical references and index. 
505 1 |a v. 1. Foundations. 
650 0 |a Markov processes.  |0 http://id.loc.gov/authorities/subjects/sh85081369 
650 0 |a Diffusion processes.  |0 http://id.loc.gov/authorities/subjects/sh85037941 
650 0 |a Martingales (Mathematics)  |0 http://id.loc.gov/authorities/subjects/sh85081645 
700 1 |a Williams, D.  |q (David),  |d 1938-  |0 http://id.loc.gov/authorities/names/n81054232 
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