Diffusions, markov processes and martingales

Diffusions, markov processes and martingales

by Rogers, L. C. G.

Type Book
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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):John Wiley & Sons
  • Place of Publication:Chichester : West Sussex
  • Language:eng
  • Publication Date:1994.

The Physical Object

  • Description:XVII, 386 p.

Edition Identifiers

  • ISBN:0471950610, 9780471950615
  • oclc:ocn974393878

Subjects

Writers

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