1. Fundamentals of Stochastic Filtering;Bain,2008
2. Stochastic Control of Partially Observable Systems;Bensoussan,2004
3. Changes of filtrations and of probability measures
4. Classical Potential Theory and Its Probabilistic Counterpart;Doob,1983
5. Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets;Elliott,2007