Diffusions, Markov processes, and martingales
By: David Williams.
Series: Wiley series in probability and mathematical statistics
Publisher: Wiley
Published: 1979
Place of publication: Chichester; New York
Language: eng
Subjects: Markov processes.; Diffusion processes.; Martingales (Mathematics)
Notes: Bibliography: v. 1, p. [229]-234.
Vol. 2 prepared by L.C.G. Rogers and David Williams.
Includes index.
Table of contents: title: v. 1. Foundations.; title: v. 2. Itô calculus.