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Diffusions, Markov Processes, and Martingales / L.C.G. Rogers and David Williams.

By: Contributor(s): Material type: TextTextSeries: Cambridge mathematical libraryPublication details: Cambridge, U.K. ; New York : Cambridge University Press, c2000.Edition: 2nd edDescription: 2 v. : ill. ; 23 cmISBN:
  • 0521775949 (v. 1 : pbk.)
  • 0521775930 (v. 2 : pbk.)
Subject(s): DDC classification:
  • 519.283 21 ROG
LOC classification:
  • QA274.7 .W54 2000
Online resources:
Contents:
v. 1. Foundations -- v. 2. It�o calculus.
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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Book - Borrowing Book - Borrowing Central Library First floor Alef-Baa 519.283 ROG (Browse shelf(Opens below)) Available 000016889
Total holds: 0

Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.

Includes bibliographical references and indexes.

v. 1. Foundations -- v. 2. It�o calculus.

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