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DIFFUSIONS, MARKOV PROCESSES AND MARTINGALES: Volume 2: Itô Calculus
Author(s) -
Yor M.
Publication year - 1989
Publication title -
bulletin of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.396
H-Index - 48
eISSN - 1469-2120
pISSN - 0024-6093
DOI - 10.1112/blms/21.1.106
Subject(s) - mathematics , calculus (dental) , markov chain , markov process , volume (thermodynamics) , mathematical economics , pure mathematics , statistics , thermodynamics , medicine , dentistry , physics
By L. C. G. Rogers and D. Williams: pp. 475. £39.95. (John Wiley, 1987.)