000 01877cam a2200409 i 4500
001 12080828
003 EG-ScBUE
005 20241031082847.0
008 000626t2000 enka f b 001 0 eng d
020 _a0521775949 (v. 1 : pbk.)
020 _a9780521775946 (v. 1 : pbk.)
020 _a0521775930 (v. 2 : pbk.)
040 _aDLC
_beng
_erda
_cDLC
_dDLC
_dEG-ScBUE
082 0 4 _a519.283
_222
_bROG
100 1 _aRogers, L. C. G.,
_eauthor.
_96545
245 1 0 _aDiffusions, markov processes, and martingales /
_cL.C.G. Rogers, School of Mathematical Sciences, University of Bath and David Williams, Department of Mathematics, University of Wales, Swansea..
250 _aSecond edition.
264 1 _aCambridge, U.K. ;
_aNew York :
_bCambridge University Press,
_c[2000]
264 4 _cc2000
300 _a2 volumes :
_billustrations ;
_c23 cm.
336 _2rdacontent
_atext
_btxt
337 _aunmediated
_2rdamedia
_bn
338 _avolume
_bnc
_2rdacarrier
490 0 _aCambridge mathematical library
500 _aOriginally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
504 _aIncludes bibliographical references and indexes.
505 0 _aVolume 1. Foundations -- Volume 2. It�o calculus.
650 7 _aMarkov processes.
_2BUEsh
_96547
650 7 _aDiffusion processes.
_2BUEsh
_96548
650 7 _aMartingales (Mathematics)
_2BUEsh
_96549
655 _vReading book
700 1 _aWilliams, D.
_q(David),
_d1938-
_eauthor.
_96550
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/description/cam021/00269117.html
856 4 1 _3Table of contents
_uhttp://www.loc.gov/catdir/toc/cam027/00269117.html
942 _2ddc
_cBB
999 _c11922
_d11922