Rogers, L. C. G., & Williams, D. (2000). Diffusions, Markov processes, and martingales.-2nd ed.-vol 2 (2nd ed.). Cambridge University Press.
Chicago Edition CitationRogers, L. C. G., and D. Williams. Diffusions, Markov Processes, and Martingales.-2nd Ed.-vol 2. 2nd ed. Cambridge: Cambridge University Press, 2000.
MLA Edition CitationRogers, L. C. G., and D. Williams. Diffusions, Markov Processes, and Martingales.-2nd Ed.-vol 2. 2nd ed. Cambridge University Press, 2000.
Warning: These citations may not always be 100% accurate.