Research Catalog

Diffusions, Markov processes, and martingales /

Title
Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.
Author
Rogers, L. C. G.
Publication
Chichester, West Sussex, England ; New York : Wiley, c1994-2000.

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TextUse in library QA274.7 .W54 1994 vol. 2Off-site

Details

Additional Authors
Williams, D. (David), 1938-
Description
2 v. : ill.; 24 cm.
Series Statement
Wiley series in probability and mathematical statistics
Subject
  • Diffusion processes
  • Markov processes
  • Martingales (Mathematics)
Note
  • New ed. of: Diffusions, Markov processes, and martingales / David Williams. 1979-
Bibliography (note)
  • Includes bibliographical references and index.
ISBN
  • 0471950610 (v. 1) :
  • 0521775930 (v. 2)
LCCN
94028241
Owning Institutions
Princeton University Library