Rogers, L. C. G. , Rogers, L. C. G.

Title

Diffusions, Markov processes, and martingales

Name: Diffusions, Markov processes, and martingales
Author: Rogers, L. C. G. , Rogers, L. C. G.

Author Statement

L. C. G. Rogers, [and] David Williams

Edition

2nd.ed

Publication

Wiley , Wiley

Publication Year

1994 -

Collation

v. 1-2 ; 24 cm

Series

Wiley series in probability and mathematical statistics

Notes

0471950610 , New.ed.,of: Diffusions, Markov processes, and martingales/David Williams. 1979- , Includes index , Bibliography: v. 1, p. (351)-373

Contents

v. 1. Foundations.-- v. 2. Ito calculus

Subject

ADDED ENTRIES

Williams,David,1938-Diffusions,Markov processes, and martingales , Williams, David ,

LC Class

LC Number

274.7

LC CutterNumber

.W54

LC Date

1994

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