Diffusions, Markov processes, and martingales
By: L.C.G. Rogers and David Williams.
Contributors: Williams, D. 1938-; Williams, D. 1938-
Edition: 2nd ed.
Series: Wiley series in probability and mathematical statistics
Publisher: Wiley
Published: 1994
Place of publication: Chichester, West Sussex, England; New York
Language: eng
Subjects: Markov processes.; Diffusion processes.; Martingales (Mathematics)
Notes: Includes bibliographical references and index.
New ed. of: Diffusions, Markov processes, and martingales / David Williams. 1979-
Table of contents: title: v. 1. Foundations.