Stochastic Processes and Related Topics Stochastic Processes and Related Topics
2002
Local Times and Excursion Theory for Brownian Motion Local Times and Excursion Theory for Brownian Motion
2013
Peacocks and Associated Martingales, with Explicit Constructions Peacocks and Associated Martingales, with Explicit Constructions
2011
Mathematical Methods for Financial Markets Mathematical Methods for Financial Markets
2009
Aspects of Brownian Motion Aspects of Brownian Motion
2008
Aspects of Mathematical Finance Aspects of Mathematical Finance
2008