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