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..
Material type:
TextSeries: Cambridge mathematical libraryPublisher: Cambridge, U.K. ; New York : Cambridge University Press, [2000]Copyright date: c2000Edition: Second editionDescription: 2 volumes : illustrations ; 23 cmContent type: - text
- unmediated
- volume
- 0521775949 (v. 1 : pbk.)
- 9780521775946 (v. 1 : pbk.)
- 0521775930 (v. 2 : pbk.)
- 519.283 22 ROG
| Cover image | Item type | Current library | Home library | Collection | Shelving location | Call number | Materials specified | Vol info | URL | Copy number | Status | Notes | Date due | Barcode | Item holds | Item hold queue priority | Course reserves | |
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Book - Borrowing
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Central Library First floor | Alef-Baa | 519.283 ROG (Browse shelf(Opens below)) | Available | 000016889 |
Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Includes bibliographical references and indexes.
Volume 1. Foundations -- Volume 2. It�o calculus.
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