Itô calculus

Author(s)

• Rogers, L. C. G.
• Williams, D. (David)

Bibliographic Information

Itô calculus

L.C.G. Rogers and David Williams

（Wiley series in probability and mathematical statistics, . Probability and mathematical statistics . Diffusions, Markov processes, and martingales ; v. 2）

Wiley, c1987

Note

Bibliography: p. 449-468

Includes index

Details

• NCID: BA01323133
• ISBN:
  • 0471914827
• LCCN: 78016634
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Chichester ; New York
• Pages/Volumes: xiii, 475 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.7
  • DC : 519.2/33
  • NDC8 : 417.1
• Subject Headings:
  • LCSH : Markov processes
  • LCSH : Diffusion processes
  • LCSH : Martingales (Mathematics)
• Parent Bibliography ID:
  • BA00019013