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Advanced textbooks in probability and/or Ito Calculus

  1. Nov 20, 2014 #1
    I have a very solid foundation of measure theoretic probability theory, I have taken a graduate course on Ito calculus, along with writing a senior thesis about it. I am looking for advanced measure theoretic probability theory, and advanced books on Ito calculus. I have worked through Durrett, Ash, Shreve, Klebaner, etc. What books are more advanced than them?
  2. jcsd
  3. Nov 26, 2014 #2
    Thanks for the post! This is an automated courtesy bump. Sorry you aren't generating responses at the moment. Do you have any further information, come to any new conclusions or is it possible to reword the post?
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