Diffusions, markov processes, and martingales: volume 1, foundations
Auteur :
Rogers, L. C. G. / Williams, David
Éditeur :
Cambridge University Press
ISBN :
9780521775946
Date de publication :
13 avr. 2000
Dimensions :
22,9 x 15,4 x 2,1 cm
Poids :
560 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
Now available in paperback, this celebrated book has been prepared with readers' needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. Together with its companion volume, it helps equip graduate students for research into a subject of great intrinsic interest and wide application.