1 - Diffusions, Markov processes, and martingales : Volume 2 : Itô calculus - Second edition
Rogers, L. Chris G.   /   Williams, David (1938-....)

Cote : [70.5 ROG 00-2]

2 - Introduction to stochastic integration
Chung, Kai Lai (1917-2009)   /   Williams, Ruth J. (1955-....)

Cote : [70.5 CHU 83]

3 - Multiple Wiener-Itô integrals : with applications to limit theorems
Major, Péter

Cote : [70 MAJ 81]