Book
Cambridge, U.K. [u.a.] : Cambridge University Press
Format:
XIII, 480 S
,
graph. Darst
,
23 cm
Edition:
2. ed., reprint
ISBN:
0521775930
Series Statement:
Diffusions, Markov processes, and martingales / L. C. G. Rogers and David Williams Vol. 2
Note:
Includes index. - Bibliography. - Originally published: Chichester: Wiley, 1987
Language:
English
Keywords:
Diffusionsapproximation
;
Martingal
;
Diffusionsprozess
;
Itô-Integralgleichung
;
Markov-Prozess
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