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Introduction to stochastic integration
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Lectures in Probability and Statistics
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Penalising Brownian Paths Lecture Notes in Mathematics
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Martingale theory in harmonic analysis and Banach spaces
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Continuous Martingales and Brownian Motion
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Continuous exponential martingales and BMO
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Processus stochastiques
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Set-indexed martingales
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Calcul stochastique et problèmes de martingales
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Probability theory
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Martingales
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Semi-martingales sur des variétés et martingales conformes sur des variétés analytiques complexes
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