Rogers, L. C. G.

Diffusions, Markov processes, and martingales/ L. C. G. Rogers and David Williams. - 2nd ed. - Chichester: New York: Wiley, c1994-. - v. <1 >; 24 cm. - Wiley series in probability and mathematical statistics; .

New ed. of: Diffusions, Markov processes, and martingales / David Williams. 1979-.

Includes bibliographical references and index.

v. 1. Foundations.

0471950610 (v. 1) :

94028241


Markov processes.
Diffusion processes.
Martingales (Mathematics)

519.233 / R727d