Diffusions, Markov processes and martingales

Rogers, L. C. G

Diffusions, Markov processes and martingales / L.C.G. Rogers and D. Williams. Volume 1, Foundations. -- 2nd ed. -- Cambridge : Cambridge University Press, 2000. -- xvii, 386 s. -- Reprinted 2005. -- ISBN : 0-521-77594-9.
I. Williams, David, 1938-


matematika * matematická analýza * matematické metody * difuze * teorie matematiky
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