Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
Cambridge, U.K. ; New York :
Cambridge University Press,
2000.
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| Edition: | 2nd edition. |
| Series: | Cambridge mathematical library.
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| Subjects: | |
| Online Access: | Publisher description |
| Item Description: | Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994. |
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| Physical Description: | 2 volumes : illustrations ; 23 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 0521775949 9780521775946 0521775930 9780521775939 |