Stochastic Integration and Differential Equations

by Protter, Philip., Protter, Philip.
Published 2005

Discretization of Processes

by Jacod, Jean., Jacod, Jean., Protter, Philip.
Published 2012

Paris-Princeton Lectures on Mathematical Finance 2013 Editors: Vicky Henderson, Ronnie Sircar /

by Benth, Fred Espen., Benth, Fred Espen., Crisan, Dan., Guasoni, Paolo., Manolarakis, Konstantinos., Muhle-Karbe, Johannes., Nee, Colm., Protter, Philip.
Published 2013

Probability essentials /

by Jacod, Jean.
Published 2003