求书 Diffusions, Markov processes and martingales

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Main Author:	Rogers, L. C. G.
Title:	Diffusions, Markov processes and martingales / L.C.G. Rogers and David Williams.
Other Entries:	Williams, D. (David), 1938-
Edition:	2nd ed.
Published:	Cambridge : Cambridge University Press, 2000.
Description:	2 v. : ill. ; 23 cm.
ISBN:	0521775949 (v. 1 : pbk.)
	0521775930 (v. 2 : pbk.)
Notes:	This ed. originally published: Chichester: Wiley, 1994. Previous ed.: 1979.
	Includes bibliographical references and index.
Contents:	v. 1. Foundations. -- v. 2. Itô calculus.

[此贴子已经被作者于2009-1-14 2:48:30编辑过]

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关键词：martingales Diffusions Martingale Diffusion Processes Processes Markov Diffusions martingales

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