Measures, integrals and martingales par Schilling, René L.

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

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

Continuous martingales and brownian motion. par Revuz, Daniel

Continuous exponential martingales and BMO. par Kazamaki, Norihiko

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