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Diffusions, Markov processes, and martingales. Vol. 2: Itô calculus. 2nd ed. (English) Zbl 0977.60005

Cambridge: Cambridge University Press. xiii, 480 p. (2000).

This is the paperback version of the second edition, which was a reprint of the first one (1987; Zbl 0627.60001). See the review by A. Meyer of the first edition for more information about its contents.

Reviewer: Peter Imkeller (Berlin)

Cited in 409 Documents

MSC:

60-02

Research exposition (monographs, survey articles) pertaining to probability theory

Citations:

Zbl 0627.60001; Zbl 0826.60002

Cite Review PDF