Diffusions Markov processes and martingales, Volume I, foundations / 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 : John Wiley, 1994Description : 1 vol. (386 p.) ; 24 cmISBN: 0471950610.ISSN: 0271-6232.Bibliographie : Bibliogr. p. 351-373. Index.Sujet MSC : 60Jxx, Probability theory and stochastic processes - Markov processes
60G44, Probability theory and stochastic processes, Martingales with continuous parameter
60G17, Probability theory and stochastic processes, Sample path properties
60J55, Probability theory and stochastic processes - Markov processes, Local time and additive functionals Item type: Monographie
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Bibliogr. p. 351-373. Index

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