15. Diffusions, Markov Processes and Martingales: Vol. 1, Foundations
15. Diffusions, Markov Processes and Martingales: vol. 1, Foundations, 2nd edn. By L. C. G. Rogers and D. Williams. ISBN 0 471 95061 0. Wiley, New York, 1994. xx + 386 pp. £55.