Diffusions, Markov processes, and martingales
Subtitle: Foundations
By: L.C.G. Rogers and David Williams
Contributors: Williams, David
Publisher: Cambridge University Press
Published: 2003
Place of publication: Cambridge
Language: eng
Number of pages: 386
ISBN-13: 9787506259217
Subjects: Diffusion processes; Markov processes; Martingales (Mathematics)
Other titles: Kuo san ma er ke fu guo cheng he yang
Notes: Includes bibliographical references and index.

Reprint. Originally published: Cambridge : The University of Cambridge, 2000, 2nd ed. 0521775949