Diffusions, Markov Processes, and Martingales: Volume 1, Foundations

Name: Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
Author: L. C. G. (University of Bath) Rogers

L. C. G. (University of Bath) Rogers, Swansea) David (University of Wales Williams

Cambridge University Press

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Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.

Výběr knih autorů L. C. G. (University of Bath) Rogers , Swansea) David (University of Wales Williams