Diffusions Markov processes and martingales. Volume 2 : Ito calculus / L. C. G. Rogers and David Williams

Auteur: Rogers, L. Chris G. (1954-) - AuteurCo-auteur: Williams, David (1938-) - AuteurType de document: Monographie Collection: Wiley series in probability and mathematical statistics Langue: anglaisPays: Grande BretagneÉditeur: Chichester : J. Wiley & Sons, 1987Description: 1 vol. (XIII-473 p.) ; 24 cm ISBN: 0471914827 ; rel. Bibliographie: Bibliogr. p. 449-468. Index. Sujets MSC: 60Gxx Probability theory and stochastic processes -- Stochastic processes
60Hxx Probability theory and stochastic processes -- Stochastic analysis
60Jxx Probability theory and stochastic processes -- Markov processes
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Bibliogr. p. 449-468. Index

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