Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.

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.