Probability and Analysis in Interacting Physical SystemsPeter Friz, Wolfgang König, Chiranjib Mukherjee, Stefano Olla · First published 2019Open the Tome
Large Deviations and Asymptotic Methods in FinancePeter K. Friz, Jim Gatheral, Archil Gulisashvili, Antoine Jacquier, Josef Teichmann · First published 2015Open the Tome
Multidimensional stochastic processes as rough pathsPeter K. Friz · First published 2008 · Latest edition 2010Open the Tome
