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Diffusions, Markov processes, and ma...

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Rogers, L. C. G.

Diffusions, Markov processes, and martingales /

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Diffusions, Markov processes, and martingales /L.C.G. Rogers and David Williams.
作者:	Rogers, L. C. G.
其他作者:	Williams, D.
出版者:	Cambridge, U.K. ;Cambridge University Press,2000.
面頁冊數:	2 v. :ill. ;23 cm.
附註:	Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
叢書名:	Cambridge mathematical library
標題:	Markov processes.
電子資源:	http://www.loc.gov/catdir/toc/cam027/00269117.html
電子資源:	http://www.loc.gov/catdir/description/cam021/00269117.html
ISBN:	0521775949 (pbk. : v. 1)

Diffusions, Markov processes, and martingales /
Rogers, L. C. G.

Diffusions, Markov processes, and martingales /L.C.G. Rogers and David Williams. - 2nd ed. - Cambridge, U.K. ;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. Ito calculus.

ISBN: 0521775949 (pbk. : v. 1)

LCCN: 00269117 Subjects--Topical Terms:

181910
Markov processes.

LC Class. No.: QA274.7 / .W54 2000

Dewey Class. No.: 519.2/83

Diffusions, Markov processes, and martingales /
LDR:01142cam 2200265 a 450 001 163806
003 DLC
005 20020821201722.0
008 090528r20001994enka b 001 0 eng
010 $a 00269117
020 $a 0521775949 (pbk. : v. 1)
020 $a 0521775930 (pbk. : v. 2) : $c NT1508
035 $a 00151131
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050 0 0 $a QA274.7 $b .W54 2000
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100 $a Rogers, L. C. G. $3 205762
245 1 0 $a Diffusions, Markov processes, and martingales / $c L.C.G. Rogers and David Williams.
250 $a 2nd ed.
260 $a Cambridge, U.K. ; $a New York : $c 2000. $b Cambridge University Press,
300 $a 2 v. : $b ill. ; $c 23 cm.
440 0 $a Cambridge mathematical library
500 $a Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
504 $a Includes bibliographical references and indexes.
505 0 $a v. 1. Foundations -- v. 2. Ito calculus.
650 $a Markov processes. $3 181910
650 $a Diffusion processes. $3 186291
650 $a Martingales (Mathematics) $3 182691
700 $a Williams, D. $q (David), $d 1938- $3 438014
856 4 1 $3 Table of contents $u http://www.loc.gov/catdir/toc/cam027/00269117.html $z http://www.loc.gov/catdir/toc/cam027/00269117.html
856 4 2 $3 Publisher description $u http://www.loc.gov/catdir/description/cam021/00269117.html $z http://www.loc.gov/catdir/description/cam021/00269117.html

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http://www.loc.gov/catdir/toc/cam027/00269117.html
http://www.loc.gov/catdir/description/cam021/00269117.html

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