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1. Diffusions, Markov processes and martingales. Volume 2: Ito calculus. by Rogers, L C G. Publication: Wiley 1987 Date: 1987 Availability: Items available: School of Theoretical Physics John T. Lewis Special Collection (Room 306) [519.22 ROG] (1),
2. Diffusions, Markov processes, and martingales. Volume One : Foundations. Second edition. by Rogers, L. Chris G. Publication: Chichester John Wiley & Sons 1994 Date: 1994 Availability: Items available: School of Theoretical Physics Library [519.22] (1),