4 books • 3 series
Paris-Princeton Lectures on Mathematical Finance 2013 (Lecture Notes in Mathematics, #2081)
Discretization of Processes (Stochastic Modelling and Applied Probability, #67)
Probabilistic Models for Nonlinear Partial Differential Equations (C.I.M.E. Foundation Subseries, #1627) (Lecture Notes in Mathematics, #1627)
Stochastic Integration and Differential Equations (Stochastic Modelling and Applied Probability, #21)