Itô calculus / L.C.G. Rogers and David Williams
(Wiley series in probability and mathematical statistics ; . Probability and mathematical statistics . Diffusions, Markov processes, and martingales ; v. 2)
Publisher | Chichester : Wiley |
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Year | c1987 |
Authors | *Rogers, L. C. G. Williams, D. (David), 1938- |
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Location | Volume | Call No. | Barcode No. | Status | Comments | ISBN | Printed | Restriction | Reserve |
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Library Main Building Basement (Foreign Books) | /294 | LAe:2:W16/2 | 128018886% |
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IER Library |
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Sb:432 | 5288000010 |
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0471914827 |
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Material Type | Books |
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Size | xiii, 475 p. ; 24 cm |
Notes | Includes bibliography and index |
Subjects | LCSH:Markov processes LCSH:Diffusion processes LCSH:Martingales (Mathematics) |
Classification | LCC:QA274.7 DC:519.2/33 NDC8:417.1 |
Language | English |
ID | 0000258437 |
ISBN | 0471914827 |
NCID | BA01323133 |
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