Stochastic Processes Books

47 books

An Introduction to Probability and Stochastic Processes (Dover Books on Mathematics)

An Introduction to Probability and Stochastic Processes (Dover Books on Mathematics)

James L. Melsa Andrew P. Sage

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An Introduction to Stochastic Processes (Dover Books on Mathematics)

An Introduction to Stochastic Processes (Dover Books on Mathematics)

Edward P.C. Kao

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An Introduction to Stochastic Processes in Physics: Containing "On the Theory of Brownian Motion" by Paul Langevin, Translated by Anthony Gythiel (Johns Hopkins Paperback)

An Introduction to Stochastic Processes in Physics: Containing "On the Theory o…

Don S. Lemons

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An Introduction to Stochastic Processes with Applications to Biology

An Introduction to Stochastic Processes with Applications to Biology

Linda J. S. Allen

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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113)

Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113)

Steven Shreve Ioannis Karatzas

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Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274)

Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathem…

Jean-François Le Gall

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By Thomas Mikosch Elementary Stochastic Calculus With Finance in View (Advanced Series on Statistical Science & Applie

By Thomas Mikosch Elementary Stochastic Calculus With Finance in View (Advanced…

Unknown Author

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Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Approach (Lecture Notes in Mathematics, 1688)

Continuous Strong Markov Processes in Dimension One: A Stochastic Calculus Appr…

Sigurd Assing Wolfgang M. Schmidt

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Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied Probability, 1)

Deterministic and Stochastic Optimal Control (Stochastic Modelling and Applied …

Wendell H. Fleming Raymond W. Rishel

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Discrete-time Asset Pricing Models in Applied Stochastic Finance (Applied Stochastic Methods)

Discrete-time Asset Pricing Models in Applied Stochastic Finance (Applied Stoch…

P. C. G. Vassiliou

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Financial Mathematics: Lectures given at the 3rd Session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Bressanone, Italy, July 8-13, 1996 (Lecture Notes in Mathematics, 1656)

Financial Mathematics: Lectures given at the 3rd Session of the Centro Internaz…

Bruno Biais Thomas Björk Jakša Cvitanic Nicole El Karoui Elyes Jouini J.C. Rochet

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Forward-Backward Stochastic Differential Equations and their Applications (Lecture Notes in Mathematics, 1702)

Forward-Backward Stochastic Differential Equations and their Applications (Lect…

Jin Ma Jiongmin Yong

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Independent Random Variables, Wick Polynomials, and a Non‑Gaussian Stochastic Integral: Probability Theory, Rademacher Systems, Density of Products, Wick Exponential

Independent Random Variables, Wick Polynomials, and a Non‑Gaussian Stochastic I…

Khalid El Bakkioui

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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics, 216)

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fract…

Corinne Berzin Alain Latour José R. León

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Infinite-dimensional Analysis: Operators In Hilbert Space; Stochastic Calculus Via Representations, And Duality Theory

Infinite-dimensional Analysis: Operators In Hilbert Space; Stochastic Calculus …

Palle Jorgensen James Tian

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Informal Introduction To Stochastic Calculus With Applications, An (second Edition)

Informal Introduction To Stochastic Calculus With Applications, An (second Edition)

Ovidiu Calin

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Introduction to Probability Models

Introduction to Probability Models

Sheldon M. Ross

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Introduction to Stochastic Processes

Introduction to Stochastic Processes

Sidney C. Port Charles J. Stone Paul Gerhard Hoel

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Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

Introduction to Stochastic Processes (Chapman & Hall/CRC Probability Series)

Gregory F. Lawler

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Introduction to Stochastic Processes (Dover Books on Mathematics)

Introduction to Stochastic Processes (Dover Books on Mathematics)

Erhan Cinlar

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Introduction to Stochastic Processes with R

Introduction to Stochastic Processes with R

Robert P. Dobrow

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Introduction to Stochastic Processes: Queues, Finance, and Credit Risk (University Texts in the Mathematical Sciences)

Introduction to Stochastic Processes: Queues, Finance, and Credit Risk (Univers…

Dharmaraja Selvamuthu

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Langevin Equation (4th Ed) (Ws Contemporary Chemical Physics)

Langevin Equation (4th Ed) (Ws Contemporary Chemical Physics)

Coffey William T

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Marginal and Functional Quantization of Stochastic Processes (Probability Theory and Stochastic Modelling, 105)

Marginal and Functional Quantization of Stochastic Processes (Probability Theor…

Harald Luschgy Gilles Pagès

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