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Rogers, L. C. G.,

Diffusions, markov processes, and martingales / L.C.G. Rogers, School of Mathematical Sciences, University of Bath and David Williams, Department of Mathematics, University of Wales, Swansea.. - Second edition. - 2 volumes : illustrations ; 23 cm. - Cambridge mathematical library .

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

Includes bibliographical references and indexes.

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

ISBN: 0521775949 (v. 1 : pbk.) 9780521775946 (v. 1 : pbk.) 0521775930 (v. 2 : pbk.)

Subjects--Topical Terms:
Markov processes.
Diffusion processes.
Martingales (Mathematics)

Index Terms--Genre/Form: --Reading book

Dewey Class. No.: 519.283 / ROG