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Diffusions, Markov processes, and martingales /

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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)
Description
Item Description:Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Physical Description:2 volumes : illustrations ; 23 cm.
Bibliography:Includes bibliographical references and indexes.
ISBN:0521775949 (v. 1 : pbk.)
0521775930 (v. 2 : pbk.)