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Diffusions, Markov processes, and martingales. Vol. 2: Itô calculus. 2nd ed. (English) Zbl 0977.60005
Cambridge: Cambridge University Press. xiii, 480 p. £ 24.95; $ 39.95 (2000).
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.

MSC:
60-02Research monographs (probability theory)