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Rogers, L. C. G.

Vol. 2: Ito calculus - Chichester : Wiley, c1987 - XIII, 475 p. : ill. ; 24 cm. - (Wiley series in probability and mathematical statistics) .

ISBN: 0471943800

Subjects--Topical Terms:
Markov processes
Diffusion processes

LC Class. No.: QA274.7.W54

Dewey Class. No.: 519.2'33