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

The Physical Object

  • Description:volumes

Edition Identifiers

  • ISBN:0471950610, 9780471950615
  • oclc:ocn421891795
  • LC Classification:QA274.7W54

Table of Contents

v. 1 : Foundations.

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Subjects

Diffusion processes Markov Chains Markov processes Martingales (Mathematics) Martingales (Mathématiques) martingales (probabilités) Processus de diffusion processus de diffusion (statistique) Processus de Markov

Writers

Rogers, L. C. G. Williams, D., (David)

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