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.

9780521775939


Markov processes
Martingales (Mathematics)
Stochastic processes

519.233 / ROD/D