1 - Brownian motion, martingales, and stochastic calculus
Le Gall, Jean-François (1959-)

Cote : [70.5 LEG 16]

2 - Brownian motion and stochastic calculus
Karatzas, Ioannis (1952-....)   /   Shreve, Steven Eugene

Cote : [70.5 KAR 88]

3 - Green, Brown, and probability & Brownian motion on the line
Chung, Kai Lai (1917-2009)

Cote : [70 CHU 02]

4 - Levy processes and infinitely divisible distributions
Sato, Ken-Iti (1934-....)

Cote : [70.5 SAT 99]

5 - A graduate course in probability
Tucker, Howard G. (1922-....)

Cote : [70 TUC 67]

6 - Aspects of brownian motion
Mansuy, Roger (1977-....)   /   Yor, Marc Jean (1949-2014)

Cote : [70 MAN 08]

7 - Brownian motion and diffusion
Freedman, David A. (1938-2008)

Cote : [70.5 FRE 71]

8 - Brownian motion, Hardy spaces and bounded mean oscillation
Petersen, Karl Endel (1943-....)

Cote : [42 PET 77]

9 - Convergence of solutions of the Kolmogorov equation to travelling waves
Bramson, Maury (1951-....)

Cote : [70 BRA 83]

10 - Diffusion processes and their sample paths
Itô, Kiyosi (1915-2008)   /   McKean, Henri P. (1930-....)

Cote : [70.5 ITO 65]