1 - Diffusion, markov provesses and martingales. Volume 1 : Foundations |
2 - Diffusions, Markov processes, and martingales : Volume 1 : Foundations - Second edition |
3 - Diffusions, Markov processes, and martingales : Volume 2 : Ito calculus |
4 - Diffusions, Markov processes, and martingales : Volume 2 : Itô calculus - Second edition |
5 - Probability with martingales |
6 - Stochastic analysis and applications : proceedings of the international conference held in Swansea, April 11-15, 1983 |
7 - Stochastic integrals : proceedings of the LMS Durham symposium, July 7-17, 1980 |
8 - Weighing the odds : A course in probability and statistics |