Continuous Martingales and Brownian Motion
Lectures from Markov Processes to Brownian (Grundlehren Der Mathematischen Wissenschaften)
Brownian Motion, Martingales, and Stochastic Calculus
Limit Theorems for Stochastic Processes
Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
Continuous Exponential Martingales and BMO (Lecture Notes in Mathematics, 1579)
Mouvement Brownien, Martingales Et Calcul Stochastique
Handbook of Brownian Motion: Facts and Formulae (Probability and Its Applications)
Martingales and Stochastic Integrals I (Lecture Notes in Mathematics, 284)