1 - Continuous martingales and brownian motion - Third edition
Revuz, Daniel (1936-....)   /   Yor, Marc Jean (1949-2014)

Cote : [70.5 REV 99]

2 - Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François (1959-)

Cote : [70.5 LEG 16]

3 - Brownian motion and stochastic calculus
Karatzas, Ioannis (1952-....)   /   Shreve, Steven Eugene

Cote : [70.5 KAR 88]

4 - Applied probability models with optimization applications
Ross, Sheldon Mark (1943-....)

Cote : [70 ROS 70]

5 - Gaussian measures
Bogachev, Vladimir I. (1961-...)

Cote : [44 BOG 98]

6 - Green, Brown, and probability & Brownian motion on the line
Chung, Kai Lai (1917-2009)

Cote : [70 CHU 02]

7 - Levy processes and infinitely divisible distributions
Sato, Ken-Iti (1934-....)

Cote : [70.5 SAT 99]

8 - Modèles aléatoires et physique probabiliste
Jedrzejewski, Franck

Cote : [60 JED 09]

9 - A graduate course in probability
Tucker, Howard G. (1922-....)

Cote : [70 TUC 67]

10 - Almost sure invariance principles for partial sums of weakly dependent random variables
Philipp, Walter (1936-....)   /   Stout, William F.

Cote : [70 PHI 75]