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:2000.
  • Edition:2nd ed

Publication Statements

Notes

Originally published: Chichester, West Sussex, England ; New York : Wiley, ©1994.

V. 1. Foundations.

The Physical Object

  • Description:2 v. : : ill. ; : 23 cm.

Edition Identifiers

  • ISBN:0521775949, 9780521775946
  • oclc:ocn928260568

Table of Contents

V. 1. Foundations

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Subjects

Markov, Procesos de Martingalas (Matemáticas) Procesos de difusión

Writers

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

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