Diffusions, Markov processes, and martingales.-2nd ed.-vol 2.

Rogers, L. C. G.

Diffusions, Markov processes, and martingales.-2nd ed.-vol 2. L.C.G. Rogers and David Williams. - 2nd ed. - Cambridge: Cambridge University Press, 2000. - vol 2. .

New ed. of: Diffusions, Markov processes, and martingales / David Williams. 1979-


Markov processes.
Diffusion processes.
Martingales (Mathematics)

519.217.4 / ROG.2

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