rogers.williams:00:diffusions¶
BibTeX Entry:
@book{rogers.williams:00:diffusions,
author = {Rogers, L. C. G. and Williams, David},
doi = {10.1017/CBO9781107590120},
isbn = {0-521-77593-0},
mrclass = {60J60 (60G07 60H05 60J25)},
mrnumber = {1780932},
note = {It\^{o} calculus, Reprint of the second (1994) edition},
pages = {xiv+480},
publisher = {Cambridge University Press, Cambridge},
series = {Cambridge Mathematical Library},
title = {Diffusions, {M}arkov processes, and martingales. {V}ol. 2},
url = {https://doi.org/10.1017/CBO9781107590120},
year = {2000}
}