Diffusions, Markov Processes, and Martingales /
Rogers, L. C. G.
Diffusions, Markov Processes, and Martingales / L.C.G. Rogers and David Williams. - 2nd ed. - Cambridge, U.K. ; New York : Cambridge University Press, c2000. - 2 v. : ill. ; 23 cm. - Cambridge mathematical library .
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Includes bibliographical references and indexes.
v. 1. Foundations -- v. 2. It�o calculus.
0521775949 (v. 1 : pbk.) 0521775930 (v. 2 : pbk.)
00269117
Markov processes.
Diffusion processes.
Martingales (Mathematics)
QA274.7 / .W54 2000
519.283 / ROG
Diffusions, Markov Processes, and Martingales / L.C.G. Rogers and David Williams. - 2nd ed. - Cambridge, U.K. ; New York : Cambridge University Press, c2000. - 2 v. : ill. ; 23 cm. - Cambridge mathematical library .
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Includes bibliographical references and indexes.
v. 1. Foundations -- v. 2. It�o calculus.
0521775949 (v. 1 : pbk.) 0521775930 (v. 2 : pbk.)
00269117
Markov processes.
Diffusion processes.
Martingales (Mathematics)
QA274.7 / .W54 2000
519.283 / ROG