Itô calculus

Author(s)

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

Bibliographic Information

Itô calculus

L.C.G. Rogers and David Williams

（Cambridge mathematical library, . Diffusions, Markov processes, and martingales ; v. 2）

Cambridge University Press, 2000

2nd ed

• : pbk

Note

References: p. 449-468

Includes Index to v. 1 and v. 2

First published 1979 and 2nd edition published 1994 by Wiley

Title of "v. 1 : foundations": Diffusions, Markov processes, and martingales (BA46783249)

Details

• NCID: BA48189089
• ISBN:
  • 9780521775939
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge
• Pages/Volumes: xiii, 480 p.
• Size: 23 cm
• Parent Bibliography ID:
  • BA0151012X