Diffusions, Markov Processes, and Martingales, Volume 2: itô calculus

Shelfclass_id 2.J
Sortkey ROGERS, L. C. G
Authors L. C. G. Rogers, David Williams
Title Diffusions, Markov Processes, and Martingales, Volume 2: itô calculus
Publisher Cambridge University Press
Edition 2nd ed
Year 2000
Languages eng
Isbn 0521775930, 0521775949
Series Cambridge mathematical library
Description (v. 1: pbk.) (v. 2: pbk.) 2 v. ill. 23 cm
Record date 20060621
Location New York
Keywords Markov processes, Diffusion processes, Martingales (Mathematics)
Notes Originally published: Chichester, West Sussex, England ; New York: Wiley, c1994
Urlnote Table of contents
Urls http://www.loc.gov/catdir/toc/cam027/00269117.html