Diffusions, Markov processes, and martingales
By: David Williams.
Contributors: Rogers, L. C. G.
Series: Wiley series in probability and mathematical statistics
Publisher: Wiley
Published: 1979
Place of publication: Chichester ; New York
Language: eng
Subjects: Diffusion processes.; Markov processes.; Martingales (Mathematics)
Notes: Vol. 2: L. C. G. Rogers and David Williams.

Includes bibliographical references and index.
Table of contents: value: v. 1. Foundations; value: v. 2. Itô calculus.