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  1. Williams, David [Author]

    Probability with martingales - [10. printing]

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    Cambridge: Cambridge Univ. Pr., 2007

    Published in: Cambridge mathematical textbooks

  2. Lipcer, Robert S. [Author]; Širjaev, Alʹbert N. [Author]

    Teorija martingalov

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    Moskva: Izdat. Nauka, 1986

    Published in: Teorija verojatnostej matematičeskaja statistika

  3. Neveu, Jacques [Author]

    Martingales à temps discret

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    Paris: Masson, 1972

  4. Koroljuk, Volodymyr S. [Author]; Koroljuk, Vladimir Semenovič [Author]; Borovskich, Jurij Vasilʹevič [Author] ; Borovskich, Jurij V. [Other]

    Martingalʹnaja approksimacija

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    Kiev: Naukova dumka, 1988