Rogers, L.C.G <br/><br/>
Diffusions, Markov Processes and Martingales  vol. 1 Foundations 

 - 2nd ed. 
 - Cambridge  Cambridge University  2011 
 - xx, 386p. 
<br/><br/><label>ISBN: </label>9780521775946 
<br/><br/><label>Dewey Class. No.: </label>519.233  / ROG-D