Measures, integrals and martingales gan Schilling, René L.

PDE and martingale methods in option pricing gan Pascucci, Andrea

Available for University of the Philippines Diliman via SpringerLink. Click here to access

Peacocks and associated martingales, with explicit constructions

Available for University of the Philippines Diliman via SpringerLink. Click here to access

PDE and martingale methods in option pricing gan Pascucci, Andrea

Selected works of Donald L. Burkholder

Available for University of the Philippines Diliman via SpringerLink. Click here to access

Stochastic integration and differential equations gan Protter, Philip E.

Martingales and Markov chains solved exercises and elements of theory gan Baldi, Paolo 1948-

Continuous martingales and brownian motion. gan Revuz, Daniel

Continuous exponential martingales and BMO. gan Kazamaki, Norihiko

Diffusions, Markov processes, and Martingales. gan Rogers, L.C.G