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 & Solutions in Stochastic Calculus with Appln

Problems & Solutions in Stochastic Calculus with Appln

Albin Patrik

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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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