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Books

Sa(c)Minaire de Probabilita(c)S 1967-1980
Sa(c)Minaire de Probabilita(c)S 1967-1980
A Selection in Martingale Theory »
 
 
 
 
 

Exercises In Probability
Exercises In Probability
Derived from extensive teaching experience in Paris, this book presents around 100 exercises in probability. The exercises cover measure theory and probabili... »
 
 
 
 
 

Penalising Brownian Paths
Penalising Brownian Paths
Penalising Brownian Paths »
 
 
 
 
 

Aspects of Brownian Motion
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... »
 
 
 
 
 

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

Some Aspects Of Brownian Motion
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... »
 
 
 
 
 

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

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