David Williams

L. C. G. Rogers

Now available in paperback for the first time; essential reading for all students of probability theory.

Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus

Hans Föllmer

Peter Bank

Fabrice Baudoin

Halil Mete Soner

Nizar Touzi

The Paris-Princeton Lectures in Financial Mathematics, of which this is the first volume, will, on an annual basis, publish cutting-edge research in self-contained, expository articles from outstanding - established or upcoming! - specialists. The aim is to produce a series of articles that can serve as an introductory reference for research in the field. It arises as a result of frequent exchanges between the finance and financial mathematics groups in Paris and Princeton. The present volume sets standards with articles by P. Bank/H. Föllmer, F. Baudoin, L.C.G. Rogers, and M. Soner/N. Touzi.

L. C. G. Rogers

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