Diffusions, Markov processes, and Martingales /

Bibliographic Details
Main Authors: Rogers, L. C. G. (Author, Autor/a), Williams, David 1938- (Autor/a)
Format: Book
Language:English
Published: Cambridge : Cambridge University, c2000.
Edition:2. edition
Series:Cambridge mathematical library
Subjects:
Table of Contents:
  • Contenido: v.1. Foundations
  • v.2. Ito calculus