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Title Diffusions, Markov processes and martingales. Volume 2, Itô calculus / L.C.G. Rogers and David Williams.
Edition Second edition.

Location Call No. Status Notes
 Libraries Electronic Books  ELECTRONIC BOOKS-Cambridge Books Online    AVAIL. ONLINE
Description 1 online resource.
text txt rdacontent
computer c rdamedia
online resource cr rdacarrier
Series Cambridge mathematical library.
Note Previous ed., Chichester: Wiley, 1987.
Bibliography Includes bibliographical references and index.
Reproduction Electronic reproduction. Cambridge Available via World Wide Web.
Note Machine converted from AACR2 source record.
Description based on online resource; title from digital title page (viewed on Aug. 24, 2015).
Subject Diffusion processes.
Markov processes.
Martingales (Mathematics)
Added Author Williams, D. (David), 1938- author.
Cambridge University Press Chemistry and Materials Science 2015.
Related To Print version: Rogers, L. C. G. (L Chris G) Diffusions, Markov processes and martingales 2nd ed. Cambridge : Cambridge University Press, 2000. 9780521775939
ISBN 0521775930 Print
9780521775939 Print
9780511805141 Internet
0511805144
OCLC # co14026529
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