Williams, D. 1938-
Diffusions, Markov processes, and martingales : Vol.1, Foundations / David Williams. - Chichester ; New York : Wiley, c1979. - v. ; 24 cm. - Wiley series in probability and mathematical statistics .
Vol. 2 prepared by L.C.G. Rogers and David Williams.
Includes bibliographic references and index.
v. 1. Foundations.-- v. 2. Itô calculus.
78016634
Markov processes.
Diffusion processes.
Martingales (Mathematics)
QA274.7 / .W54
519.2 / WID
Diffusions, Markov processes, and martingales : Vol.1, Foundations / David Williams. - Chichester ; New York : Wiley, c1979. - v. ; 24 cm. - Wiley series in probability and mathematical statistics .
Vol. 2 prepared by L.C.G. Rogers and David Williams.
Includes bibliographic references and index.
v. 1. Foundations.-- v. 2. Itô calculus.
78016634
Markov processes.
Diffusion processes.
Martingales (Mathematics)
QA274.7 / .W54
519.2 / WID