Diffusions, Markov processes, and martingales 
Rogers, L. C. G. 
 - 2nd ed. 
 - Cambridge, U.K. ; | New York :  Cambridge University Press,  2000 
 - 2 v. :  ill. ;  23 cm. 
 - Cambridge mathematical library .
<br/><br/> Originally published: Chichester, West Sussex, England ; New York : Wiley, c1994. 
<br/><br/><label>ISBN: </label>0521775949 (v. 1 : pbk.) | 0521775930 (v. 2 : pbk.)