Diffusions, Markov processes, and martingales

Diffusions, Markov processes, and martingales

by Rogers, L. C. G.

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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
  • Language:eng
  • Publication Date:1994.

The Physical Object

  • Description:385 p.

Edition Identifiers

  • ISBN:0471950610, 9780471950615
  • oclc:on1124044973

Subjects

Markov, Procesos de Martingalas (Matemáticas) Procesos de difusión

Writers

Rogers, L. C. G. Williams, David

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