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: Includes bibliographical references and index.

Photocopy. Ann Arbor, Mich. : University Microfilms International, 1995.
Table of contents: title: v. 1. Foundations; title: v. 2. Itô calculus.