Williams, David 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). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 ReviewsCited in 40 Documents MSC: 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 60Gxx Stochastic processes 60Jxx Markov processes Keywords:Martingales; Stochastic Integrals; Markov Processes; Markov Chains; Diffusion; Brownian Motion; Monotone Class Theorems; Construction of Stochastic Processes; Stopping Times; Transition Functions; Hille-Yosida Theorem; Ray Processes; Ray-Knight Compactification; Martin Boundaries PDF BibTeX XML