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Diffusions, markov processes & martingales Volume 2.

Rodgers, L.

Diffusions, markov processes & martingales Volume 2. by L. Rodgers and D. Williams - 2nd ed. - Cambridge Cambridge University Press 2000 - xiii, 480 p. ; 23 cm

Includes bibliographical references and index.

ISBN: 9780521775939

Subjects--Topical Terms:
Markov processes
Martingales (Mathematics)
Stochastic processes

Dewey Class. No.: 519.233 / ROD/D

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