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Zbl 0977.60005
Rogers, L.C.G.; Williams, David
Diffusions, Markov processes, and martingales. Vol. 2: Itô calculus. 2nd ed. (English)
[B] Cambridge: Cambridge University Press. xiii, 480 p. \sterling 24.95; \$ 39.95 (2000). ISBN 0-521-77593-0/pbk

This is the paperback version of the second edition, which was a reprint of the first one (1987; Zbl 0627.60001). See the review by A. Meyer of the first edition for more information about its contents.
[Peter Imkeller (Berlin)]
MSC 2000:
*60-02 Research monographs (probability theory)

Citations: Zbl 0627.60001; Zbl 0826.60002

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Highlights
Overhang
Lie groups, physics and geometry. An introduction for physicists, engineers and chemists.
Elementary number theory. Primes, congruences, and secrets.

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