Explore Books on
intégrale stochastique

Continuous martingales and Brownian motion

By D. Revuz,Daniel Revuz,Marc Yor

Noncommutative probability

By I. Cuculescu

Stochastic differential equations and diffusion processes

By Nobuyuki Ikeda

Brownian motion and martingales in analysis

By Richard Durrett

Séminaire de probabilités XXXVII

By J. Azéma