Work

Diffusions, Markov Processes and Martingales

Year: 2000

Type: book

Source: Cambridge University Press eBooks

DOI: 10.1017/cbo9780511805141

Authors: L. C. G. Rogers, David Williams

Institution: University of Bath

Language: English

Topic: Stochastic processes and statistical mechanics

Subfield: Mathematical Physics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2497607697

FWCI: 19.49

Cites: 347

Cited by: 1,699

Related to: 10

Parts: 11