Diffusions Markov processes and martingales. Volume I : foundations / 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 : John Wiley, 1994Description: 1 vol. (386 p.) ; 24 cm ISBN: 0471950610 ; rel. Bibliographie: Bibliogr. p. 351-373. Index. Sujets MSC: 60Jxx Probability theory and stochastic processes -- Markov processes
60G44 Probability theory and stochastic processes -- Stochastic processes -- Martingales with continuous parameter
60G17 Probability theory and stochastic processes -- Stochastic processes -- Sample path properties
60J55 Probability theory and stochastic processes -- Markov processes -- Local time and additive functionals
Location Call Number Status Date Due
Salle R 11321-01 / 60 ROG (Browse Shelf) Available

Bibliogr. p. 351-373. Index

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