Diffusions, Markov processes, and martingales
By: L.C.G. Rogers and David Williams.
Contributors: Williams, D. 1938-
Edition: 2nd ed.
Series: Cambridge mathematical library
Publisher: Cambridge University Press
Published: 2000
Place of publication: Cambridge, U.K; New York
Language: eng
Number of pages: 496
Subjects: Markov processes; Diffusion processes; Martingales (Mathematics)
Notes: Includes bibliographical references and indexes.
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Table of contents: title: v. 1. Foundations; title: v. 2. Itô calculus.