Diffusions, Markov processes, and martingales /

Bibliographic Details

Main Author:	Rogers, L. C. G.
Other Authors:	Williams, D. (David), 1938-
Format:	Book
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2000.
Edition:	2nd ed.
Series:	Cambridge mathematical library.
Subjects:	Markov processes. Diffusion processes. Martingales (Mathematics)