Diffusions, Markov processes, and martingales/ 2nd ed

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자료유형	단행본
서명/저자사항	Diffusions, Markov processes, and martingales/ L.C.G. Rogers and David Williams.
개인저자	Rogers, L. C. G.  Williams, D.  (David), 1938-
판사항	2nd ed.
발행사항	Cambridge, U.K. ; New York: Cambridge University Press, 1994 [reprinted 2000].
형태사항	2 v.: ill.; 23 cm.
총서사항	Cambridge mathematical library
ISBN	0521775949 (v. 1 : pbk.) 0521775930 (v. 2 : pbk.)
일반주기	Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
서지주기	Includes bibliographical references and indexes.
내용주기	v. 1. Foundations -- v. 2. It^ calculus.
일반주제명	Markov processes. Diffusion processes. Martingales (Mathematics)
분류기호(DDC)	519.233
언어	영어