Stochastic Processes Books

47 books

Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Theory and Applications, 22)

Modeling with Itô Stochastic Differential Equations (Mathematical Modelling: Th…

E. Allen

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Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games (Probability Theory and Stochastic Modelling, 83)

Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs…

René Carmona François Delarue

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Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations (Probability Theory and Stochastic Modelling, 84)

Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games…

René Carmona François Delarue

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Probability on Graphs: Random Processes on Graphs and Lattices (Institute of Mathematical Statistics Textbooks, Series Number 8)

Probability on Graphs: Random Processes on Graphs and Lattices (Institute of Ma…

Geoffrey Grimmett

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Problems and Solutions in Stochastic Calculus with Applications

Problems and Solutions in Stochastic Calculus with Applications

Albin Patrik Chalmers University Of Technology Sweden Patrik Albin Monash University Australia Kais Hamza Monash University Australia Fima C Klebaner

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QUANTUM TECHNIQUES IN STOCHASTIC MECHANICS

QUANTUM TECHNIQUES IN STOCHASTIC MECHANICS

John Baez Jacob D Biamonte

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Selfsimilar Processes (Princeton Series in Applied Mathematics)

Selfsimilar Processes (Princeton Series in Applied Mathematics)

Paul Embrechts

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Sojourns And Extremes of Stochastic Processes (WADSWORTH AND BROOKS/COLE STATISTICS/PROBABILITY SERIES)

Sojourns And Extremes of Stochastic Processes (WADSWORTH AND BROOKS/COLE STATIS…

Simeon Berman

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Stationary Processes and Prediction Theory (Annals of Mathematics Studies, 44)

Stationary Processes and Prediction Theory (Annals of Mathematics Studies, 44)

Harry Furstenberg

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Stochastic Approximation and Recursive Algorithms and Applications (Stochastic Modelling and Applied Probability, 35)

Stochastic Approximation and Recursive Algorithms and Applications (Stochastic …

Harold Kushner G. George Yin

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Stochastic Calculus & Brownian Motion in Quant Finance: A Practical Guide to Option Pricing, Volatility Modeling, and Algorithmic Trading with Continuous-Time Stochastic Processes

Stochastic Calculus & Brownian Motion in Quant Finance: A Practical Guide to Op…

Vincent Bisette

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Stochastic Calculus and Financial Applications (Stochastic Modelling and Applied Probability, 45)

Stochastic Calculus and Financial Applications (Stochastic Modelling and Applie…

J. Michael Michael Steele J. Michael Steele

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Stochastic Differential Equations: An Introduction with Applications

Stochastic Differential Equations: An Introduction with Applications

Bernt Oksendal

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Stochastic Differential Equations: An Introduction with Applications (Universitext)

Stochastic Differential Equations: An Introduction with Applications (Universitext)

Bernt Oksendal

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Stochastic differential equations: An introduction with applications (Universitext)

Stochastic differential equations: An introduction with applications (Universitext)

Bernt Oksendal

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Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering (Probability Theory and Stochastic Modelling, 89)

Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filt…

Boris L. Rozovsky Sergey V. Lototsky

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Stochastic Integration and Differential Equations: A New Approach

Stochastic Integration and Differential Equations: A New Approach

Philip Protter

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Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck and Langevin Equations (Texts in Applied Mathematics, 60)

Stochastic Processes and Applications: Diffusion Processes, the Fokker-Planck a…

Grigorios A. Pavliotis

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Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943–1995 (Trends in Mathematics)

Stochastic Processes and Related Topics: In Memory of Stamatis Cambanis 1943–19…

Ioannis Karatzas Balram Rajput Murad S. Taqqu

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Stochastic Processes in Physics and Chemistry (North-Holland Personal Library)

Stochastic Processes in Physics and Chemistry (North-Holland Personal Library)

N.G. Van Kampen

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Stochastic Processes: From Applications to Theory (Chapman & Hall/CRC Texts in Statistical Science)

Stochastic Processes: From Applications to Theory (Chapman & Hall/CRC Texts in …

Pierre Del Moral Spiridon Penev

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Stochastic Wave Propagation (Fundamental Studies in Engineering)

Stochastic Wave Propagation (Fundamental Studies in Engineering)

K. Sobczyk

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Theory of Stochastic Objects (Chapman & Hall/CRC Texts in Statistical Science)

Theory of Stochastic Objects (Chapman & Hall/CRC Texts in Statistical Science)

Athanasios Christou Micheas

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