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Diffusions, Markov processes, and martingales

Author: L C G Rogers; D Williams
Publisher: Chichester, West Sussex, England ; New York : Wiley, ©1994-
Series: Wiley series in probability and mathematical statistics.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:

This updated introduction to the field has been completely revised to include the latest research on probability. The textbook has also been restructured to improve its logical progression and ease  Read more...

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Document Type: Book
All Authors / Contributors: L C G Rogers; D Williams
ISBN: 0471950610 9780471950615
OCLC Number: 30734904
Notes: New ed. of: Diffusions, Markov processes, and martingales / David Williams. 1979-
Description: volumes <1> ; 24 cm.
Contents: v. 1. foundations.--
V. 2. Ito calculus.
Series Title: Wiley series in probability and mathematical statistics.
Responsibility: L.C.G. Rogers and David Williams.

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