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L. C. G. Rogers
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Volume 1, Foundations
by L. C. G. Rogers, David Williams, D. Williams
Cambridge University Press · 2000
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations is written by L. C. G. Rogers, David Williams & others. This edition from Cambridge University Press (2000) has 496 pages. The original work dates from 1994. It belongs to the Cambridge mathematical library series. This is the 2nd edition.
The book deals with Diffusion processes, Martingales (Mathematics), Markov processes and Probability & statistics.