Diffusions, Markov Processes, and Martingales, 2E, Vol. 1, Foundations

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9780471950615: Diffusions, Markov Processes, and Martingales, 2E, Vol. 1, Foundations
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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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A completely updated edition of the highly successful first volume which has become one of the definitive works in this area of probability. All chapters have been thoroughly revised to include the latest research and the book has been restructured to further improve its ease of use and logical progression.

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Rogers, L. C. G., Williams, David
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L. C. G. Rogers; David Williams
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