Diffusion, markov provesses and martingales. Volume 1 : Foundations [monographie] |
| Auteur(s): | Williams, David (1938-....) |
| Langue: | anglais |
| Collection: | Wiley series in probability and mathematical statistics : A probability and mathematical statistics |
| Editeur, date d'édition: | John Wiley & Sons, Inc., 1979 |
| Ville(s) d'édition: | Chichester (GB), New York (US), Brisbane (AU) |
| ISBN: | 0-471-99705-6 |
| ISSN: | 0271-6232 |
| Classification MSC: | 60J25 (2000) |
| Notes: | xiii ; bibliogr. pp. 229-234 ; index pp. 235-237 ; 24 cm ; 237 p. |
| Thèmes: | processus markov, processus de diffusion, martingales, markov processes |
Exemplaire(s)
| Cote | Retour |
|---|---|
| 70.5 WIL 79-1 | Disponible |