Diffusions, Markov processes, and martingales

Rogers, L. C. G

Diffusions, Markov processes, and martingales L.C.G. Rogers and David Williams - 2nd ed - New York Cambridge University Press 2010 - xvii, 386p. ; 23cm.

Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994. Includes bibliographical references and indexes

9780521775946


Mathematics

519.233 ROG.1

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