1984

Brownian motion and martingales in analysis

Durrett, Richard, 1951-

Belmont, Calif. : Wadsworth Advanced Books & Software, [1984]

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2021

Continuous-time asset pricing theory : a Martingale-based approach

Jarrow, Robert A
Second edition
Cham : Springer, 2021

 

2000

Diffusions, Markov processes and martingales.

Rogers, L. C. G. (L Chris G), author
Second edition
Cambridge ; New York : Cambridge University Press, 2000

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2004

Financial markets and martingales : observations on science and speculation

Bouleau, Nicolas.

London ; New York : Springer, 2004

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2012

Fluctuations in markov processes : time symmetry and martingale approximation

Komorowski, Tomasz, 1963-



 

2019

Fractional Brownian Motion

Banna, Oksana, author
1st edition
Wiley-ISTE, 2019

 

2018

Geometry and martingales in Banach spaces

Woyczyński, W. A. (Wojbor Andrzej), 1943- author.

Boca Raton, Florida : CRC Press, [2018]

 

1986

H [delta]-embeddings in Hilbert space and optimization on G [delta]-sets

Ghoussoub, N. (Nassif), 1953- author.

Providence, Rhode Island : American Mathematical Society, 1986

 

2022

Hardy Martingales : stochastic holomorphy, l̂1 -embeddings, and isomorphic invariants

Muller, Paul F. X

Cambridge, United Kingdom ; New York, NY : Cambridge University Press, 2022

 

1990

Introduction to stochastic integration

Chung, Kai Lai, 1917-2009.
Second edition
Boston : Birkhäuser, [1990]

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2006

Introduction to stochastic integration

Kuo, Hui-Hsiung, 1941-



 

2013?

Introduction to stochastic integration

Chung, Kai Lai, 1917-2009.
Second edition
New York : Birkhäuser, [2013?]

 

2005

Isomorphisms between H1 spaces

Müller, Paul F. X



 

2003

Limit theorems for null recurrent Markov processes

Höpfner, R. (Reinhard), 1955-



 

2008

Markets with transaction costs

Kabanov, Yuri.



 

2022

Martingale Hardy spaces and summability of one-dimensional Vilenkin-Fourier series

Persson, Lars-Erik, 1944- author.

Cham : Birkhäuser, [2022]

 

2018

Martingale und Prozesse

Schilling, René L., author

Berlin ; Boston : De Gruyter, [2018]

 

2022

Martingales and Financial Mathematics in Discrete Time

de Saporta, BenoAte, author
1st edition
London : Wiley-ISTE, 2022

 

2010

Mixed-norm inequalities and operator space Lp embedding theory

Junge, Marius.

Providence, R.I. : American Mathematical Society, 2010

 

2017

Model-free Hedging : a Martingale Optimal Transport Viewpoint

Henry-Labordere, Pierre



 

2013

Mouvement brownien, martingales et calcul stochastique

Le Gall, J. F. (Jean-François)



 

2011

PDE and martingale methods in option pricing

Pascucci, Andrea.



 

2011

Peacocks and associated martingales, with explicit constructions

Hirsch, Francis



 

2009

Penalising Brownian paths

Roynette, Bernard.



 

2020

Point process calculus in time and space : an introduction with applications

Brémaud, Pierre, author.

Cham, Switzerland : Springer, [2020]

 

1966

Probability and potentials

Meyer, Paul André.

Waltham, Mass. : Blaisdell Pub. Co., [1966]

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2008

Probability with martingales

Williams, D. (David), 1938-
11th printing


 

2011

The Profitable Art and Science of Vibratrading : Non-Directional Vibrational Trading Methodologies for Consistent Profits

 

1987

Radically elementary probability theory

Nelson, Edward, 1932-

Princeton, N.J. : Princeton University Press, 1987

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1987

Radically elementary probability theory. (am-117)

Edward Nelson



 

2021

Random walk, Brownian motion, and martingales

Bhattacharya, R. N. (Rabindra Nath), 1937- author.

Cham : Springer, [2021]

 

2016

Ruin probabilities : smoothness, bounds, supermartingale approach

Mishura, Yuliya



 

1982

Semimartingales : a course on stochastic processes

Métivier, Michel, 1931-



 

2018

Spatially independent Martingales, intersections, and applications

Shmerkin, Pablo, author

Providence, RI : American Mathematical Society, [2018]

 

2022

The splendors and miseries of martingales : their history from the casino to mathematics

Cham : Birkhäuser, [2022]

 

2009

Stochastic analysis in discrete and continuous settings : with normal martingales

Privault, Nicolas



 

2004

Stochastic integration and differential equations

Protter, Philip E
Second edition
Berlin ; New York : Springer, [2004]

 

1990

Stochastic integration and differential equations : a new approach

Protter, Philip E.

Berlin ; New York : Springer-Verlag, [1990]

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2007

Stochastic integration theory

Medvegyev, Péter.



 

1984

Stopping time techniques for analysts and probabilists

Egghe, L. (Leo)



 

1992

Stopping times and directed processes

Edgar, Gerald A., 1949-

Cambridge [England] ; New York, NY, USA : Cambridge University Press, 1992

 

1976

Théorie probabiliste du contrôle des diffusions

Bismut, Jean-Michel