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Diffusions, Markov Processes, and Martingales, Foundations - Rogers, L C G, and Williams, David, Dr., BSC, PhD
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This updated introduction to the field has been completely revised to include the latest research on probability. The textbook has also been restructured to improve its logical progression and ease of use.

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Diffusions, Markov Processes, and Martingales, Foundations 1995, Wiley, Chichester, England

ISBN-13: 9780471950615

2nd edition

Hardcover