Continuous Martingales and Brownian Motion
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A Global View of Brownian Penalisations
A Global View of Brownian Penalisations »

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 »

Saeminaire De Probabilitaes
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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... »

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

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... »