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|aNTTU|bG|cE031168|d519.283|eR727|pBOOK|fCKY|zBOOK|m1470|tDDC
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|
|aRogers, L. C. G.
|
245 |
10
|
|aDiffusions, Markov processes, and martingales /|cL.C.G. Rogers and David Williams.
|
250 |
|
|a2nd ed.
|
260 |
|
|aCambridge, U.K. ;|aNew York :|bCambridge University Press,|c2000.
|
300 |
|
|a2 v. :|bill. ;|c23 cm.
|
440 |
0
|
|aCambridge mathematical library
|
500 |
|
|aOriginally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
|
504 |
|
|aIncludes bibliographical references and indexes.
|
505 |
0
|
|av. 1. Foundations -- v. 2. Ito calculus.
|
650 |
0
|
|aDiffusion processes.
|
650 |
0
|
|aMarkov processes.
|
650 |
0
|
|aMartingales (Mathematics)
|
700 |
1
|
|aWilliams, D.|q(David),|d1938-
|
809 |
|
|d519.283|eR727|tDDC|pBOOK
|