AUTHOR: | Durrett, Richard, 1951- |

TITLE: | Brownian motion and martingales in analysis / Richard Durrett. |

PUBLISHER: | Belmont, Calif. : Wadsworth Advanced Books & Software, c1984. |

SERIES: | The Wadsworth mathematics series |

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AUTHOR: | Karatzas, Ioannis. |

TITLE: | Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve. |

EDITION: | 2nd ed. |

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SERIES: | Graduate texts in mathematics ; 113 |

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AUTHOR: | Rogers, L. C. G. |

TITLE: | Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams. |

EDITION: | 2nd ed. |

PUBLISHER: | Chichester, West Sussex, England ; New York : Wiley, c1994- |

SERIES: | Wiley series in probability and mathematical statistics |

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AUTHOR: | Rogers, L. C. G. |

TITLE: | Diffusions, Markov processes, and martingales / L.C.G. Rogers and David Williams. |

EDITION: | 2nd ed. |

PUBLISHER: | Cambridge, U.K. ; New York : Cambridge University Press, 2000- |

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AUTHOR: | Krylov, N. V. (Nikolai Vladimirovich) |

TITLE: | Introduction to the theory of diffusion processes / N.V. Krylov. |

PUBLISHER: | Providence, R.I. : American Mathematical Society, c1995. |

SERIES: | Translations of mathematical monographs, v. 142 |

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AUTHOR: | Ethier, Stewart N., 1948- |

TITLE: | Markov processes : characterization and convergence / Stewart N. Ethier and Thomas G. Kurtz. |

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SERIES: | Wiley series in probability and mathematical statistics |

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AUTHOR: | Parthasarathy, K. R. |

TITLE: | Probability measures on metric spaces [by] K. R. Parthasarathy. |

PUBLISHER: | New York, Academic Press, 1967. |

SERIES: | Probability and mathematical statistics; a series of monographs and textbooks |

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AUTHOR: | Parthasarathy, K. R. |

TITLE: | Probability measures on metric spaces [by] K. R. Parthasarathy. |

PUBLISHER: | New York, Academic Press, 1967. |

SERIES: | Probability and mathematical statistics; a series of monographs and textbooks |

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AUTHOR: | Varadhan, S. R. S. |

TITLE: | Stochastic processes [by] S. R. S. Varadhan. |

PUBLISHER: | [New York] Courant Institute of Mathematical Sciences, New York University [1968] |

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AUTHOR: | Varadhan, S. R. S. |

TITLE: | Stochastic processes [by] S. R. S. Varadhan. |

PUBLISHER: | [New York] Courant Institute of Mathematical Sciences, New York University [1968] |

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AUTHOR: | Varadhan, S. R. S. |

TITLE: | Stochastic processes [by] S. R. S. Varadhan. |

PUBLISHER: | [New York] Courant Institute of Mathematical Sciences, New York University [1968] |

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