Rogers, L. C. G., & Williams, D. (2000). Diffusions, Markov processes, and martingales (2nd ed.). Cambridge University Press. https://doi.org/10.1017/CBO9781107590120
Chicago Style (17th ed.) CitationRogers, L. C. G., and D. Williams. Diffusions, Markov Processes, and Martingales. 2nd ed. Cambridge, U.K. ; New York: Cambridge University Press, 2000. https://doi.org/10.1017/CBO9781107590120.
MLA (9th ed.) CitationRogers, L. C. G., and D. Williams. Diffusions, Markov Processes, and Martingales. 2nd ed. Cambridge University Press, 2000. https://doi.org/10.1017/CBO9781107590120.
Warning: These citations may not always be 100% accurate.