02309nam a2200505 i 450099100090840970753620020507175640.0971118s1994 us ||| | eng 0471950610 (v. 1)0471914827 (v. 2)b10774191-39ule_instLE01304153ExLDip.to Matematicaeng519.233AMS 60G42AMS 60G44AMS 60JAMS 60J65LC QA274.7.W54Rogers, L. C. G.58631Diffusions, Markov processes, and martingales /L. C. G. Rogers and David Williams2nd ed.Chichester, West Sussex, England ; New York :c1994-19962 v. ;24 cmWiley series in probability and mathematical statistics.Probability and mathematical statistics,0271-6232Diffusions, Markov processes, and martingales ;1New ed. of: Diffusions, Markov processes, and martingales / David Williams. - 1979- Includes bibliographical references and indexVol. 1:Foundations. - xx, 386 p.Vol. 2:Ito calculus. - xiii, 475 p.Diffusion processesMarkov processesMartingales with continuous parameterMartingales with discrete parameterWilliams, David.b1077419108-10-1828-06-02991000908409707536LE013 60J ROG11 V.I (1994)V. 112013000089751le013-E0.00-l- 06060.i1087296628-06-02LE013 60J ROG11 V.II (1996)V. 212013000091624le013-E0.00-l- 02020.i1096626228-06-02LE025 ECO 519.2 ROG01.01V. 112025000115514le025-E0.00-l- 01610.i1470737802-04-08LE025 ECO 519.2 ROG01.01V. 212025000019966le025-E0.00-l- 01010.i1009502027-06-02LE025 ECO 519.2 ROG01.01 V. 222025000123281le025-E0.00-l- 00000.i1455678919-09-07Diffusions, Markov processes, and martingales195861UNISALENTOle013le02501-01-97ma -engus 01