Diffusions, Markov processes, and martingales

Diffusions, Markov processes, and martingales

by Rogers, L. C. G. Williams, David A., Statistiker, Grossbritannien

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Title Statements

  • Full title :Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.

Edition Statements

  • Publication Date:1994.
  • Edition:2nd ed

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:New York
  • Language:eng
  • Publication Date:1994.

The Physical Object

  • Description:2 v.

Edition Identifiers

  • ISBN:0471950610, 9780471950615
  • oclc:ocn890403978

Subjects

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