1 option
Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams.
Math/Physics/Astronomy Library QA274.7 .W54 1994 v.1
Available
- Format:
- Book
- Author/Creator:
- Rogers, L. C. G.
- Series:
- Wiley series in probability and mathematical statistics
- Language:
- English
- Subjects (All):
- Markov processes.
- Diffusion processes.
- Martingales (Mathematics).
- Physical Description:
- volumes ; 24 cm.
- Edition:
- Second edition.
- Place of Publication:
- Chichester, West Sussex, England ; New York : Wiley, c1994-
- Contents:
- v. 1. Foundations.
- Notes:
- New ed. of: Diffusions, Markov processes, and martingales / David Williams. 1979-
- Includes bibliographical references (pages [351]-373) and index.
- ISBN:
- 0471950610
- OCLC:
- 30734904
The Penn Libraries is committed to describing library materials using current, accurate, and responsible language. If you discover outdated or inaccurate language, please fill out this feedback form to report it and suggest alternative language.