Diffusions, Markov processes, and martingales
David Williams.
Chichester : Wiley, ©1979-©1987.
2 vols. ; 24 cm.
Serie: Wiley series in probability and mathematical statistics
ISBN: 0471997056 (v. 1), 0471914827 (v. 2)
Autores del vol. 2: L. C. G. Rogers and David Williams.
Incluye referencias bibliográficas e índices.
Reseña:
MathSciNet, 80i:60100 (v. 1)
MathSciNet, 89k:60117 (v. 2)
Contenido
- v. 1. Foundations
- v. 2. Itô calculus.