L. C. G. Rogers L. C. G. Rogers

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Diffusions, Markov Processes, and Martingales, 2E, Vol. 1, Foundations
Diffusions, Markov Processes and Martingales (Cambridge Mathematical Library)
Diffusions, Markov Processes, and Martingales: Volume 1, Foundations (Cambridge Mathematical Library)
Diffusions, Markov Processes and Martingales: Ito Calculus (Wiley Series in Probability and Mathematics Statistics)
Optimal Investment
Paris-Princeton Lectures on Mathematical Finance 2002 (Lecture Notes in Mathematics, 1814)
Optimal Investment (SpringerBriefs in Quantitative Finance)