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Diffusions, Markov Processes and Martingales

ROGERS, L.C.G

Diffusions, Markov Processes and Martingales - New York Cambridge 2000 - xiii, 480p.

INcludes index

ISBN: 9780521775939

Subjects--Topical Terms:
Markov processes 2.Diffusion processes 3.Martingales (Mathematics)

Dewey Class. No.: 519.233 / ROG-D

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