1 - Continuous martingales and brownian motion - Third edition |
2 - Probability and measure - Second edition |
3 - Promenade aléatoire : chaînes de Markov et simulations : martingales et stratégies |
4 - Brownian motion and stochastic calculus |
5 - Martingales in Banach Spaces |
6 - Probability theory : Independence interchangeability martingales |
7 - Analysis in Banach spaces vol. I: Martingales and Littlewood-Paley theory |
8 - Limit theorems for stochastic processes |
9 - Markov processes : characterization and convergence |
10 - Probabilités et potentiel. Chapitre XVII à XXIV : processus de Markov (fin), compléments de calcul stochastique |