2008

Aspects of mathematical finance

 

2007

Aspects of Brownian motion

Mansuy, Roger



 

1999

Continuous Martingales and Brownian Motion

Revuz, Daniel
Corrected Third print. of the Third edition


 

2012

Exercises in probability : a guided tour from measure theory to random processes, via conditioning

Chaumont, L. (Loïc)
2nd ed


 

2012

Exercises in Probability : a Guided Tour from Measure Theory to Random Processes, via Conditioning

Chaumont, L. (Loïc)



 

2006

In memoriam Paul-Andre Meyer : Séminaire de probabilités XXXIX

Séminaire de probabilités (39th)



 

2013

Local times and excursion theory for Brownian motion : a tale of wiener and itô measures

Yen, Ju-Yi



 

2009

Mathematical methods for financial markets

Jeanblanc-Picqué, Monique, 1947-



 

2010

Option prices as probabilities : a new look at generalized Black-Scholes formulae

Profeta, Christophe



 

2009

Penalising Brownian paths

Roynette, Bernard.



 

2006

Random times and enlargements of filtrations in a Brownian setting

Mansuy, Roger



 

2005

Séminaire de probabilités XXXVIII

Séminaire de probabilités (38th)



 

2002

Stochastic Processes and Related Topics : Proceedings of the 12th Winter School, Siegmundsburg (Germany), February 27-March 4 2000

Buckdahn, Rainer