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:2005.
  • Edition:2nd ed., reprinted

Publication Statements

The Physical Object

  • Description:XX, 386 p. : : fórmulas.

Edition Identifiers

  • ISBN:0521775949, 9780521775946
  • oclc:on1337730190

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