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Statistics of Random Processes II
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Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich)
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Statistics of Random Processes: I. General Theory
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Probability Theory III: Stochastic Calculus (Encyclopaedia of Mathematical Sciences)
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Problems in Probability
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Optimal Stopping Rules (Stochastic Modelling and Applied Probability)
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Change of Time and Change of Measure
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Probability-2
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Statistical Experiments and Decisions: Asymptotic Theory (Advanced Series on Statistical Science and Applied Probability Volume 8)
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Essentials of Stochastic Finance: Facts, Models, Theory
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