Diffusions, Markov processes, and martingales /

Bibliographic Details

Main Author:	Rogers, L. C. G.
Other Authors:	Williams, D. (David), 1938-
Format:	Book
Language:	English
Published:	Chichester, West Sussex, England ; New York : Wiley, [1994-]
Edition:	2nd ed.
Series:	Wiley series in probability and mathematical statistics.
Subjects:	Markov processes. Diffusion processes. Martingales (Mathematics)