Measures, integrals and martingales por Schilling, René L.

PDE and martingale methods in option pricing por 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 por 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 por Protter, Philip E.

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

Continuous martingales and brownian motion. por Revuz, Daniel

Continuous exponential martingales and BMO. por Kazamaki, Norihiko

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