The volume consists entirely of research papers, principally in stochastic calculus, martingales,...

Grossissement de filtrations et absolue continuite de noyaux.- Grossissement initial, hypothese (...

Penalising a process is to modify its distribution with a limiting procedure, thus defining a new...

Besides a number of papers on classical areas of research in probability such as martingale theor...

This volume represents a part of the main result obtained bya group of French probabilists, t...

Over 100 exercises with detailed solutions, insightful notes and references for further reading. ...

From the reviews: 'This is a magnificent book! Its purpose is to describe in considerable detail ...

All the papers contained in the volume are original, fullyrefereed researchpapers. They represent...

Geometrie differentielle du 2¿ ordre, semi-martingales et equations differentielles stochastiques...

All the papers in the volume are original research papers, discussing fundamental properties of s...

Mathematical finance has grown into a huge area of research which requires a large number of soph...