Rodgers, L. Diffusions, markov processes & martingales Volume 2. by L. Rodgers and D. Williams - 2nd ed. - Cambridge Cambridge University Press 2000 - xiii, 480 p. ; 23 cm Includes bibliographical references and index. ISBN: 9780521775939 Subjects--Topical Terms: Markov processesMartingales (Mathematics)Stochastic processes Dewey Class. No.: 519.233 / ROD/D