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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Markov Chains
J. R. (University of Cambridge) Norris
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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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Probability and Random Processes
Geoffrey (Director of Research and Professor Emeritus of Mat Grimmett
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Game Theory
Michael (Hebrew University of Jerusalem) Maschler
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Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Introductory Time Series with R
Paul S.P. Cowpertwait
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Measures, Integrals and Martingales
Rene L. (Technische Universitat, Dresden) Schilling
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Thinking Probabilistically : Stochastic Processes, Disordered Systems, and their Applications
Ariel (Harvard University, Massachusetts) Amir
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Probability in Physics : An Introductory Guide
Andy Lawrence
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Probability : An Introduction Through Theory and Exercises
Paolo Baldi
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Malliavin Calculus in Finance : Theory and Practice
Elisa (Universitat Pompeu Frabra, Spain) Alos
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Scheduling and Control of Queueing Networks
Gideon (University of Haifa, Israel) Weiss
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One Thousand Exercises in Probability
Geoffrey (Statistical Laboratory, University of Cambridge) Grimmett
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Probability and Random Processes
Geoffrey (Statistical Laboratory, University of Cambridge) Grimmett
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Quantitative Methods in Transportation
Dusan Teodorovic
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Stochastic Benchmarking : Theory and Applications
Alireza Amirteimoori
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Introduction to Stochastic Calculus Applied to Finance
Damien Lamberton
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Probability Models for DNA Sequence Evolution
Richard Durrett
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Simulation and Inference for Stochastic Processes with YUIMA : A Comprehensive R Framework for SDEs and Other Stochastic Processes
Stefano M. Iacus
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Stochastic Processes and Financial Mathematics
Ludger Ruschendorf
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