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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
pocket,
2000,
Engelska,
ISBN 9780521775946
Now available in paperback, this celebrated book has been prepared with readers’ needs in mind, remaining a systematic guide to a large part of the modern theory of Probability, …
Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus
pocket,
2000,
Engelska,
ISBN 9780521775939
Now available in paperback, this celebrated book has been prepared with readers’ needs in mind, remaining a systematic treatment of the subject whilst retaining its vitality. The …