01503nam a2200433 4500 DLU050048025 ##20050630 ##000626r20001994enka b 001 0 eng 00269117 0521775930 (v. 2 : pbk.) 0521775949 (v. 1 : pbk.) DLC DLC DLC QA274.7 .W54 2000 519.2 RO-L Rogers, L. C. G. Diffusions, Markov processes, and martingales. tII, Itô calculus / L.C.G. Rogers and David Williams 2nd ed. Cambridge, U.K. ; New York : Cambridge University Press, 2000 2 v. : ill. ; 23 cm. Cambridge mathematical library Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994. Includes bibliographical references and indexes. v. 1. Foundations -- v. 2. Itô Calculus. Diffusion processes. Markov processes. Martingales (Mathematics) Williams, D. (David), 1938- Table of contents http://www.loc.gov/catdir/toc/cam027/00269117.html Publisher description http://www.loc.gov/catdir/description/cam021/00269117.html 21/2005 24700 DLU True Nguyễn Thị Tố Hạnh G A SH Thư viện Trường Đại học Đà Lạt