Rogers, L. C. G., & Williams, D. (2000). Diffusions, Markov Processes, and martingales (2nd edition, reissued.). Cambridge University Press. https://doi.org/10.1017/CBO9780511805141
Chicago Style (17th ed.) CitationRogers, Leonard C. G., and David Williams. Diffusions, Markov Processes, and Martingales. 2nd edition, reissued. Cambridge, United Kingdom: Cambridge University Press, 2000. https://doi.org/10.1017/CBO9780511805141.
MLA (9th ed.) CitationRogers, Leonard C. G., and David Williams. Diffusions, Markov Processes, and Martingales. 2nd edition, reissued. Cambridge University Press, 2000. https://doi.org/10.1017/CBO9780511805141.
Warning: These citations may not always be 100% accurate.