Martingales (Mathematics).

Stochastic integration and differential equations / by: (Language materials, printed)

Financial markets and martingales : = observations on science and speculation / by: (Language materials, printed)

Diffusions, Markov processes, and martingales / by: (Language materials, printed)

Introduction to stochastic integration / by: (Language materials, printed)

Random times and enlargements of filtrations in a Brownian setting / by: (Language materials, printed)

Counting processes and survival analysis / by: (Language materials, printed)

Radically elementary probability theory / by: (Language materials, printed)

Stochastic integrals.

Investment analysis.

Diffusion processes.

Markov processes.

Failure time data analysis.

Portfolio management.

Martingales (Mathematics).

Probabilities.

Filters (Mathematics).

Point processes.

Stochastic processes.

Stochastic differential equations.

Brownian motion processes.