APA (7th ed.) Citation

Rogers, L. C. G., & Williams, D. (2000). Diffusions, Markov processes, and martingales: Volume 1: Foundations (second edition.). Cambridge University Press. https://doi.org/10.1017/CBO9781107590120

Chicago Style (17th ed.) Citation

Rogers, Leonard C. G., and David Williams. Diffusions, Markov Processes, and Martingales: Volume 1: Foundations. second edition. Cambridge: Cambridge University Press, 2000. https://doi.org/10.1017/CBO9781107590120.

MLA (9th ed.) Citation

Rogers, Leonard C. G., and David Williams. Diffusions, Markov Processes, and Martingales: Volume 1: Foundations. second edition. Cambridge University Press, 2000. https://doi.org/10.1017/CBO9781107590120.