Introduction to Probability Models
Sheldon M. (Professor, Department of Industrial and Systems Engi Ross
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Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Wojbor A. (Case Western Reserve University, Cleveland, Ohi Woyczynski
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Stochastic Differential Equations : An Introduction with Applications
Bernt Øksendal
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Basic Stochastic Processes : A Course Through Exercises
Zdzislaw Brzezniak
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
L. C. G. (University of Bath) Rogers
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Probability : An Introduction
Geoffrey (Professor of Mathematical Statistics, Professor of Grimmett
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Markov Chains
J. R. (University of Cambridge) Norris
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Stochastic Processes in Physics and Chemistry
N.G. (Institute of Theoretical Physics, University of Utre Van Kampen
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Introduction To Stochastic Calculus With Applications (Third Edition)
Fima C (Monash Univ, Australia) Klebaner
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Understanding Probability
Henk (Vrije Universiteit, Amsterdam) Tijms
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A Modern Introduction to Probability and Statistics : Understanding Why and How
F.M. Dekking
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Probability and Random Processes
Geoffrey (Director of Research and Professor Emeritus of Mat Grimmett
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Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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One Thousand Exercises in Probability : Third Edition
Professor Geoffrey (Director of Research and Professor Emeri Grimmett
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Probability Theory : A Comprehensive Course
Achim Klenke
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Introduction to Malliavin Calculus
David (University of Kansas) Nualart
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Measures, Integrals and Martingales
Rene L. (Technische Universitat, Dresden) Schilling
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Applied Stochastic Differential Equations
Simo (Aalto University, Finland) Sarkka
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Understanding Markov Chains : Examples and Applications
Nicolas Privault
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What Is Random? : Chance and Order in Mathematics and Life
Edward J. Beltrami
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Nonlinear Dynamics : A Concise Introduction Interlaced with Code
George Datseris
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Stochastic Analysis for Finance with Simulations
Geon Ho Choe
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Large Deviations
S.R.S. Varadhan
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