Explore Books on
martingale

Continuous martingales and Brownian motion

By D. Revuz,Daniel Revuz,Marc Yor

Statistika sluchaĭnykh prot︠s︡essov

By R. Sh Lipt͡ser,Robert S. Liptser,Albert N. Shiryaev,R.S. Liptser,A.N. Shiryaev

Capacités et processus stochastiques

By Claude Dellacherie

Probability with martingales

By Williams, David

Classical potential theory and its probabilistic counterpart

By Joseph L. Doob

Introduction to stochastic integration

By Kai Lai Chung

Counting processes and survival analysis

By Thomas R. Fleming

Der Itô-Kalkül

By Thomas Deck

Brownian motion and martingales in analysis

By Richard Durrett

Bases mathématiques du calcul des probabilités

By Jacques Neveu

Convergence of stochastic processes

By Pollard, David