|
1 |
Local Times and Excursion Theory for Brownian Motion Yen, Ju-Yi. - Cham : Springer International Publishing, 2013
|
|
|
2 |
Stochastic filtering at Saint-Flour Berlin : Springer, 2012
|
|
|
3 |
Peacocks and Associated Martingales, with Explicit Constructions Milano : Springer Milan, 2011
|
|
|
4 |
Option prices as probabilities Profeta, Christophe. - Berlin : Springer, 2010
|
|
|
5 |
Penalising Brownian paths Roynette, Bernard. - Berlin : Springer, 2009
|
|
|
6 |
Aspects of Brownian motion Mansuy, Roger. - Berlin : Springer, 2008
|
|
|
7 |
Aspects of mathematical finance Berlin : Springer, 2008
|
|
|
8 |
Canonical decomposition of linear transformations of two independent Brownian motions Föllmer, Hans. - Berlin : Humboldt-Universität zu Berlin, 2006
|
|
|
9 |
Random times and enlargements of filtrations in a Brownian setting Mansuy, Roger. - Berlin : Springer, 2006
|
|
|
10 |
On weak Brownian motions of arbitrary order Föllmer, Hans. - Berlin : Humboldt-Universität zu Berlin, 2005
|
|