Rogers, L. C. G., & Williams, D. (1987). Diffusions, Markov processes and martingales. Wiley.
Chicago Style (17th ed.) CitationRogers, Leonard C. G., and David Williams. Diffusions, Markov Processes and Martingales. Chichester [u.a.]: Wiley, 1987.
MLA (9th ed.) CitationRogers, Leonard C. G., and David Williams. Diffusions, Markov Processes and Martingales. Wiley, 1987.
Warning: These citations may not always be 100% accurate.