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Probability with Martingales / David WilliamsPublication: Cambridge, UK : Cambridge University Press, cop. 1991Description: XV, 251 p. ; 23 cmAvailability: Items available for loan: Call number: QA274.5.WIL FCT 39781 (1).

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Probability with Martingales / David WilliamsPublication: Cambridge, UK : Cambridge University Press, cop. 1991Description: XV, 251 p. ; 23 cmAvailability: Items available for loan: Call number: QA274.5.WIL FCT 39782 (1).

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Probability with Martingales / David WilliamsPublication: Cambridge, UK : Cambridge University Press, cop. 1991Description: XV, 251 p. ; 23 cmAvailability: Items available for loan: Call number: QA274.5.WIL FCT 39783 (1).

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Probability with Martingales / David WilliamsPublication: Cambridge, UK : Cambridge University Press, cop. 1991Description: XV, 251 p. ; 23 cmAvailability: Items available for loan: Call number: QA274.5.WIL FCT 39784 (1).

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Introduction to stochastic integration / K. L. Chung, R. J. WilliamsPublication: Boston : Basel, CH : Berlin : Birkhäuser, cop. 1990Description: XV, 276 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA274.22.CHU FCT 39865 (1).

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Continuous martingales and Brownian motion / Daniel Revuz, Marc YorPublication: Berlin : Heidelberg, DE : Springer-Verlag, cop. 1999Description: XIII, 602 p. ; 24 cmAvailability: Items available for loan: Call number: QA276.5.REV FCT 46585 (1).

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Set-indexed martingales / Gail Ivanoff, Ely MerzbachPublication: Boca Raton, FL [etc.] : Chapman & Hall, CRC Press, cop. 2000Description: 212 p. ; 24 cmAvailability: Items available for loan: Call number: QA274.5.IVA FCT 47477 (1).

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Set-indexed martingales / Gail Ivanoff, Ely MerzbachPublication: Boca Raton, FL [etc.] : Chapman & Hall, CRC Press, cop. 2000Description: 212 p. ; 24 cmAvailability: Items available for loan: Call number: QA274.5.IVA FCT 47541 (1).

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Continuous martingales and Brownian motion / Daniel Revuz, Marc YorPublication: Berlin [etc.] : Springer, cop. 1999Description: XIII, 602 p. ; 24 cmAvailability: Items available for loan: Call number: QA276.5.REV FCT 50534 (1).

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Stochastic integration and differential equations / Philip E. ProtterPublication: Berlin : Springer, cop. 2004Description: XIII, 415 p. ; 25 cmAvailability: Items available for loan: Call number: QA274.22.PRO FCT 56387 (1).

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Promenade aléatoire : chaïnes de Markov et simulations ; martingales et stratégies / Michel Benaïm, Nicole El KarouiPublication: Paris : Les Éditions de L'École Polytechnique, 2004Description: 312 p. ; 24 cmAvailability: Items available for loan: Call number: QA274.7.BEN FCT 60725 (1).

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Martingale methods in financial modelling / Marek Musiela, Marek RutkowskiPublication: New York : Springer, cop. 2007Description: XIX, 680 p. : il. ; 24 cmAvailability: Items available for loan: Call number: QA276.5.MUS FCT 64718 (1).

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Introduction to stochastic integration / Hui-Hsiung KuoPublication: New York : Springer, cop. 2006Description: XIII, 278 p. ; 24 cmAvailability: Items available for loan: Call number: QA274.22.KUO FCT 66028 (1).

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Measures, integrals and martingales / René L. SchillingPublication: Cambridge [etc.] : Cambridge University Press, cop. 2005Description: X, 381 p. ; 25 cmAvailability: Items available for loan: Call number: QC20.7.SCH FCT 67058 (1).

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Stochastic integration and differential equations / Philip E. ProtterPublication: Berlin : Heidelberg : New York : Springer, cop. 2005Description: XIII, 419 p. ; 24 cmAvailability: Items available for loan: Call number: QA274.22.PRO FCT 71711 (1).

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Continuous martingales and brownian motion / Daniel Revuz, Marc YorPublication: Berlin : Heidelberg : New York : Springer, cop. 1999Description: XI, 606 p. ; 24 cmAvailability: Items available for loan: Call number: QA276.5.REV FCT 72231 (1).

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Introduction to stochastic integration [Documento electrónico] / K. L. Chung, R. J. WilliamsPublication: New York, NY : Springer , Birkhäuser, 2014Description: XVII, 276 p. : il.Availability:

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Markets with transaction costs [Documento electrónico] : mathematical theory / Yuri Kabanov, Mher SafarianPublication: Berlin, Heidelberg : Springer Berlin Heidelberg, 2010Description: XIV, 294 p. : il.Availability:

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Penalising brownian paths [Documento electrónico] / Bernard Roynette, Marc YorPublication: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009Availability:

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Stochastic analysis in discrete and continuous settings [Documento electrónico] : with normal martingales / Nicolas PrivaultPublication: Berlin, Heidelberg : Springer Berlin Heidelberg, 2009Availability:

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