1 - Random series and stochastic integrals : single and multiple |
2 - A Riemann-type integral that includes Lebesgue-Stieltjes, Bochner and stochastic integrals |
3 - Continuous time Markov processes: an introduction |
4 - Grossissements de filtrations : exemples et applications |
5 - Introduction to stochastic integration |
6 - Introduction to stochastic integration - Second edition |
7 - Martingales and stochastic integrals. I |
8 - Martingales et intégration stochastique |
9 - Nonlinear stochastic integrators, equations and flows |
10 - Reelle und Vektorwertige Quasi-Martingale und die Theorie der Stochastischen Integration |