Explore Books on
équation différentielle stochastique

Brownian motion and stochastic calculus

By Ioannis Karatzas,Steven E. Shreve

Continuous martingales and Brownian motion

By D. Revuz,Daniel Revuz,Marc Yor

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