Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.

Author
Rogers, L. C. G. [Browse]
Format
Book
Language
English
Εdition
2nd ed.
Published/​Created
Chichester, West Sussex, England ; New York : Wiley, ©1994-
Description
volumes <1> ; 24 cm.

Availability

Copies in the Library

Location Call Number Status Location Service Notes
Lewis Library - Stacks QA274.7 .W54 1994 Browse related items Request
  • Location has
  • Vol. 1-v. 2
    ReCAP - Remote StorageQA274.7 .W54 1994 Browse related items Request
    • Location has
    • Vol. 2

      Details

      Subject(s)
      Series
      Wiley series in probability and mathematical statistics [More in this series]
      Notes
      New ed. of: Diffusions, Markov processes, and martingales / David Williams. 1979-
      Bibliographic references
      Includes bibliographical references and index.
      Contents
      • v. 1. Foundations
      • v. 2. Itô calculus.
      ISBN
      • 0471950610 ((v. 1))
      • 9780471950615 ((v. 1))
      LCCN
      94028241
      OCLC
      30734904
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