Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.
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Main Author: | Rogers, L. C. G. |
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Other Authors: | Williams, D. (David), 1938- |
Format: | Book |
Language: | English |
Published: |
Chichester, West Sussex, England ; New York :
Wiley,
©1994-
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Edition: | Second edition. |
Series: | Wiley series in probability and mathematical statistics.
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Subjects: | |
Physical Description: | volumes <1 > ; 24 cm. |