Libri di martingales

Stochastic Integration Theory (Oxford Graduate Texts in Mathematics)

Probabilités et potentiel, chapitres IX à XI

Probabilities and potential B

Brownian Motion, Martingales, and Stochastic Calculus

Séminaire de probabilités 1967-1980

Derivation and Martingales

Nonlinear filtering and smoothing

Two-parameter martingales and their quadratic variation

Brownian motion and martingales in analysis

Semimartingales and their Statistical Inference (Monographs on Statistics and Applied Probability)

Fluctuations in Markov Processes Grundlehren Der Mathematischen Wissenschaften

Peacocks and Associated Martingales, with Explicit Constructions

Probability with martingales