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

Saved in:
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
Publisher description
Tags: Add Tag
No Tags, Be the first to tag this record!
Institutions: Thư viện Trường Đại học Đà Lạt
Table of Contents:
  • v. 1. Foundations
  • v. 2. Itô Calculus.