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Diffusion, Markov processes, and martingales. Vol. 1: Foundations. (English) Zbl 0402.60003
Wiley Series in Probability and Mathematical Statistics. Chichester etc.: John Wiley & Sons. XIII, 237 p. £13.50 (1979).

MSC:
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60Gxx Stochastic processes
60Jxx Markov processes