Diffusions, Markov processes, and martingales : Vol.1, Foundations /
by Williams, D. (David); Rogers, L. C. G.
Material type:
BookSeries: Wiley series in probability and mathematical statistics.Publisher: Chichester ; New York : Wiley, c1979Description: v. ; 24 cm.Subject(s): Markov processes | Diffusion processes | Martingales (Mathematics)
Incomplete contents:
v. 1. Foundations.-- v. 2. Itô calculus.
| Item type | Current location | Collection | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|
Books
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Dhaka University Science Library General Stacks | Non Fiction | 519.2 WID (Browse shelf) | Available | A215644 |
Vol. 2 prepared by L.C.G. Rogers and David Williams.
Includes bibliographic references and index.
v. 1. Foundations.-- v. 2. Itô calculus.
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