Diffusions, Markov processes, and martingales : Vol.1, Foundations - Williams, D. (David), 1938-; Rogers, L. C. G. (Chichester ; New York : Wiley, 1979)
v. 1. Foundations.-- v. 2. Itô calculus.
Vol. 2 prepared by L.C.G. Rogers and David Williams.
Includes bibliographic references and index.
Keywords: Markov processes; Diffusion processes; Martingales (Mathematics)