Diffusions, Markov processes, and martingales. tII, Itô calculus /

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Bibliographic Details
Main Author: Rogers, L. C. G.
Other Authors: Williams, D. 1938-
Format: Book (Paper)
Published: Cambridge, U.K. ; New York : Cambridge University Press, 2000
Edition:2nd ed.
Series:Cambridge mathematical library
Subjects:
Online Access:Table of contents
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Institutions: Thư viện Trường Đại học Đà Lạt
Description
Item Description:Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
Physical Description:2 v. : ill. ; 23 cm.
Bibliography:Includes bibliographical references and indexes.
ISBN:0521775930 (v. 2 : pbk.)
0521775949 (v. 1 : pbk.)