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|a 42874858
|a 44015756
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|a 0521775949 (v. 1 : pbk.)
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|a 9780521775946 (v. 1 : pbk.)
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|a 0521775930 (v. 2 : pbk.)
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|a (OCoLC)990000515700204151
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| 040 |
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|a DLC
|c DLC
|d UKM
|d MUQ
|d BAKER
|d UBA
|d BTCTA
|d YDXCP
|d IXA
|d U@S
|
| 049 |
|
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|a U@SA
|
| 050 |
0 |
0 |
|a QA274.7
|b .W54 2000
|
| 082 |
0 |
0 |
|a 519.2/83
|2 21
|
| 100 |
1 |
|
|a Rogers, L. C. G.
|
| 245 |
1 |
0 |
|a Diffusions, Markov processes, and martingales /
|c L.C.G. Rogers and David Williams.
|
| 250 |
|
|
|a 2nd ed.
|
| 260 |
|
|
|a Cambridge, U.K. ;
|a New York :
|b Cambridge University Press,
|c 2000.
|
| 300 |
|
|
|a 2 v. :
|b ill. ;
|c 23 cm.
|
| 440 |
|
0 |
|a Cambridge mathematical library
|
| 500 |
|
|
|a Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994.
|
| 504 |
|
|
|a Includes bibliographical references and indexes.
|
| 505 |
0 |
|
|a v. 1. Foundations -- v. 2. Itô calculus.
|
| 650 |
|
0 |
|a Markov processes.
|
| 650 |
|
0 |
|a Diffusion processes.
|
| 650 |
|
0 |
|a Martingales (Mathematics)
|
| 700 |
1 |
|
|a Williams, D.
|q (David),
|d 1938-
|
| 856 |
4 |
2 |
|3 Publisher description
|u http://www.loc.gov/catdir/description/cam021/00269117.html
|
| 856 |
4 |
1 |
|3 Table of contents
|u http://www.loc.gov/catdir/toc/cam027/00269117.html
|