%0 Book %1 rogerswilliams2 %A Rogers, L. C. G. %A Williams, David %B Cambridge Mathematical Library %C Cambridge %D 2000 %I Cambridge University Press %K SDE diffusions markov_processes reference %P xiv+480 %T Diffusions, Markov processes, and martingales. Vol. 2 %@ 0-521-77593-0

@book{rogerswilliams2, added-at = {2010-03-28T23:28:57.000+0200}, address = {Cambridge}, author = {Rogers, L. C. G. and Williams, David}, biburl = {https://www.bibsonomy.org/bibtex/2066e50b09d6f9bb17b137ddcaed92875/peter.ralph}, description = {q-paper}, interhash = {d7e7a2e2553785f8a7ff93b76aed0c9a}, intrahash = {066e50b09d6f9bb17b137ddcaed92875}, isbn = {0-521-77593-0}, keywords = {SDE diffusions markov_processes reference}, mrclass = {60J60 (60G07 60H05 60J25)}, mrnumber = {MR1780932 (2001g:60189)}, note = {It\^o calculus, Reprint of the second (1994) edition}, pages = {xiv+480}, publisher = {Cambridge University Press}, series = {Cambridge Mathematical Library}, timestamp = {2010-03-28T23:28:58.000+0200}, title = {Diffusions, {M}arkov processes, and martingales. {V}ol. 2}, year = 2000 }