Diffusions, Markov Processes, and Martingales
GPTKB entity
Statements (14)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:book
|
| gptkbp:author |
gptkb:David_Williams
gptkb:L._C._G._Rogers |
| https://www.w3.org/2000/01/rdf-schema#label |
Diffusions, Markov Processes, and Martingales
|
| gptkbp:language |
English
|
| gptkbp:publicationYear |
1987
|
| gptkbp:publisher |
gptkb:Cambridge_University_Press
|
| gptkbp:subject |
gptkb:Martingales
Stochastic processes Markov processes |
| gptkbp:volume |
Volume 1: Foundations
Volume 2: Itô Calculus |
| gptkbp:bfsParent |
gptkb:John_Rogers_(mathematician)
|
| gptkbp:bfsLayer |
7
|