Cover of: Diffusions, Markov processes, and martingales | L. C. G. Rogers

Diffusions, Markov processes, and martingales

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  • 9938 Downloads
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Cambridge University Press , Cambridge, U.K, New York
Markov processes, Diffusion processes, Martingales (Mathema
StatementL.C.G. Rogers and David Williams.
SeriesCambridge mathematical library
ContributionsWilliams, D. 1938-
Classifications
LC ClassificationsQA274.7 .W54 2000
The Physical Object
Pagination2 v. :
ID Numbers
Open LibraryOL6805954M
ISBN 100521775949, 0521775930
LC Control Number00269117

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Splitting times for Markov processes and a generalised Markov property for diffusions, Z. Wahrscheinlichkeitstheorie, 30, 27–43 [2] Jacobsen, M. Statistical Analysis of Counting Processes: Lecture Notes in Statist Springer, New York, Cited by: Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library) - Kindle edition by Rogers, L.

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Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus L. Rogers, David Williams Cambridge University Press, Sep 7, - Mathematics - pages/5(2). Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus (Cambridge Mathematical Library) eBook: Rogers, L.

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The opening, heuristic chapter does just. Diffusions Markov Processes & Martingale (Cambridge Mathematical Library) by Rogers, L C G and a great selection of related books, art and collectibles available now at - Diffusions Markov Processes & Martingale Cambridge Mathematical Library by Rogers, L C G.

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