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Diffusions Markov processes and martingales, Volume 2, Ito calculus / L. C. G. Rogers and David Williams

Auteur principal : Rogers, L. Chris G., 1954-, Leonard Christopher Gordon, AuteurCo-auteur : Williams, David, 1938-, AuteurType de document : MonographieCollection : Wiley series in probability and mathematical statisticsLangue : anglais.Pays : Grande Bretagne.Éditeur : Chichester : J. Wiley & Sons, 1987Description : 1 vol. (XIII-473 p.) ; 24 cmISBN : 0471914827.Bibliographie : Bibliogr. p. 449-468. Index.Sujet MSC : 60Gxx, Probability theory and stochastic processes, Stochastic processes
60Hxx, Probability theory and stochastic processes, Stochastic analysis
60Jxx, Probability theory and stochastic processes, Markov processes
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Bibliogr. p. 449-468. Index

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