[Ouvrage]
Stochastic equations in infinite dimensions
/ Principal Da Prato, Giuseppe ; Co-auteur Zabczyk, Jerzy.
-Cambridge : Cambridge University Press, 2014. - xviii; 493 p.
ISBN 978-1-107-05584-1
[Ouvrage]
The black-Scholes model
/ Principal Capinski, Marek ; Co-auteur Kopp, Ekkehard.
-Cambridge, New York : Cambridge University Press, 2012. - ix; 168 p.
ISBN 978-0-521-17300-1
[Ouvrage]
Introduction to the mathematics of finance
/ Principal Williams, R. J..
-Providence, Rhode Island : American Mathematical Society, 2006. - 150 p.
ISBN 978-0-8218-3903-4
[Ouvrage]
Paris-Princeton lectures on mathematical finance 2003
/ Secondaire Bielecki, T. R. ; Secondaire Björk, T. ; Secondaire Jeanblanc, M. ; Secondaire Rutkowski, Marek ; Secondaire Scheinkman, J. A. ; Secondaire Xiong, W..
-Berlin, Heidelberg : Springer, 2004. - 250 p.
ISBN 978-3-540-22266-8
[Ouvrage]
Conformally invariant processes in the plane
/ Principal Lawler, Gregory F..
-Providence, Rhode Island : American Mathematical Society, 2005. - 242 p.
ISBN 978-0-8218-3677-4
[Ouvrage]
Mathematics of financial markets
/ Principal Elliot, Robert j. ; Co-auteur Kopp, P. ekkehard.
-Berlin, Heidelberg, N.y. : Springer, 1999
ISBN 978-0-387-98553-4
[Ouvrage]
Nonlinear stochastic operator equations
/ Principal Adomian, George.
-N.Y., Orlando, San Diego : Academic Press Inc., 1986. - 286 p.
ISBN 978-0-12-044375-8
[Ouvrage]
Contiguity and the statistical invariance principle
/ Principal Greenwood, P. E. ; Co-auteur Shiryayev, Albert Nikolaevich.
-Paris, Philadelphia, Reading : Gordon and Breach Sciences Publishers, 1992. - 236 p.
ISBN 978-2-88124-013-3