Exponential Functionals of Brownian Motion and Related Processes
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Penalising Brownian Paths
Penalising Brownian Paths »

Some Aspects Of Brownian Motion
Most of the contents of this book are the objects of active research, centered on real-valued martingales and Brownian motion. This volume may be of interest... »

Aspects of Brownian Motion
Emphasises on special classes of Brownian functionals like: Gaussian subspaces of the Gaussian space of Brownian motion; Brownian quadratic funtionals; Brown... »

Exercises in Probability
A Guided Tour from Measure Theory to Random Processes, Via Conditioning »

Aspects Of Mathematical Finance
Considering the stupendous gain in importance in the banking and insuranceindustries since the early 1990s of mathematical methodology especiallyprobabilisti... »

A Global View of Brownian Penalisations
A Global View of Brownian Penalisations »

Continuous Martingales and Brownian Motion
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Continuous Martingales and Brownian Motion
The third edition of this text on continuous Martingales and Brownian motion has new exercises, streamlined proofs, errors removed and the bibliography has b... »

Random Times And Enlargements Of Filtrations In A Brownian Setting
Random Times and Enlargements of Filtrations in a Brownian Setting »