Diffusions, markov processes and martingales/

Main Author: Rogers, L.C.G.
Other Authors: Williams, David,
Format: Book
Language:English
Published: Cambridge: University Press, 2000
Edition:2nd reissued
Series:Cambridge Mathematical Library
Subjects:
LEADER 00869nam a2200265 a 4500
001 1294944
005 20171111232730.0
008 000605m2000 gr erb 001 0 eng d
020 |a 0521775949  |q v.1 
020 |a 0521775930  |q v.2 
040 |a GrAtEKP.sci  |b gre  |e AACR2 
082 0 |2 22  |a 519.233 
100 1 |a Rogers, L.C.G. 
245 1 0 |a Diffusions, markov processes and martingales/  |c L.C.G. Rogers, David Williams 
250 |a 2nd reissued 
260 |a Cambridge:  |b University Press,  |c 2000 
300 |a 2 v. ;  |c 23 cm. 
490 0 |a Cambridge Mathematical Library 
504 |a Includes bibliographical references and index 
505 0 |a v.1. Foundations 
650 0 |a Markov processes 
650 0 |a Probabilities 
650 0 |a Stochastic processes 
700 1 |a Williams, David, 
952 |a GrAtEKP  |b 59cd0dee6c5ad134460e79ab  |c 998a  |d 945l  |e 519.233 RogL d 2000 2  |t 5  |x m  |z Books