Diffusions, Markov processes and martingales.
Rogers, L. C. G.(L Chris G)
Williams, David,1938 April 9-
Cambridge : Cambridge University Press,
2000.
This ed. originally published: Chichester: Wiley, 1994. Previous ed.: 1979.
Includes bibliographical references and index.
Diffusion processes.
Markov processes.
Martingales (Mathematics)