Exponential Functionals of Brownian Motion and Related Processes Yor, Marc Digital bok / 2020 / Engelsk
Some Aspects of Brownian Motion Part II: Some Recent Martingale Problems Yor, Marc Heftet / 1997 / Engelsk
Random Times and Enlargements of Filtrations in a Brownian Setting Mansuy Roger Heftet / 2005 / Engelsk
Exercises in Probability A Guided Tour from Measure Theory to Random Processes, via Conditioning Chaumont, Loïc Heftet / 2012 / Engelsk
Local Times and Excursion Theory for Brownian Motion A Tale of Wiener and Itô Measures Yen Ju-Yi Heftet / 2013 / Engelsk
Option Prices as Probabilities A New Look at Generalized Black-Scholes Formulae Profeta Christophe Heftet / 2010 / Engelsk
Peacocks and Associated Martingales, with Explicit Constructions Hirsch Francis Innbundet / 2011 / Engelsk
Peacocks and Associated Martingales, with Explicit Constructions Hirsch Francis Heftet / 2013 / Engelsk
Grossissements de filtrations: exemples et applications Seminaire de Calcul Stochastique 1982/83 Universite Paris VI Jeulin, Thierry Heftet / 1985 / Fransk
Séminaire de Probabilités XVI 1980/81 Supplément: Géométrie Différentielle Stochastique Azéma, Jacques Heftet / 1982 / Fransk
Séminaire de Probabilités 1967-1980 A Selection in Martingale Theory Emery, Michel Heftet / 2001 / Fransk
