01877cam a2200409 i 4500 12080828 EG-ScBUE 20241031082847.0 000626t2000 enka f b 001 0 eng d 0521775949 (v. 1 : pbk.) 9780521775946 (v. 1 : pbk.) 0521775930 (v. 2 : pbk.) DLC eng rda DLC DLC EG-ScBUE 519.283 22 ROG Rogers, L. C. G., author. 6545 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. Cambridge, U.K. ; New York : Cambridge University Press, [2000] c2000 2 volumes : illustrations ; 23 cm. rdacontent text txt unmediated rdamedia n volume nc rdacarrier 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. Markov processes. BUEsh 6547 Diffusion processes. BUEsh 6548 Martingales (Mathematics) BUEsh 6549 Reading book Williams, D. (David), 1938- author. 6550 Publisher description http://www.loc.gov/catdir/description/cam021/00269117.html Table of contents http://www.loc.gov/catdir/toc/cam027/00269117.html ddc BB 11922 11922 0 0 ddc 0 0 Alef-Baa MAIN MAIN 1ST 2009-06-22 Purchase 150.00 0 519.283 ROG 000016889 2025-07-15 00:00:00 2009-06-22 BB