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Cover of Diffusions, Markov Processes, and Martingales

Diffusions, Markov Processes, and Martingales

Volume 1, Foundations

by L. C. G. Rogers, David Williams, D. Williams

Cambridge University Press · 2000

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About this book

Diffusions, Markov Processes, and Martingales: Volume 1, Foundations is written by L. C. G. Rogers, David Williams & others. This edition from Cambridge University Press (2000) has 496 pages. The original work dates from 1994. It belongs to the Cambridge mathematical library series. This is the 2nd edition.

The book deals with Diffusion processes, Martingales (Mathematics), Markov processes and Probability & statistics.

Book details

ISBN-13
9780521775946
ISBN-10
0521775949
Authors
L. C. G. Rogers, David Williams, D. Williams
Published
2000
First published
1994
Series
Cambridge mathematical library
Edition
2nd ed.
Pages
496
Language
English
Condition
New
See all