Bayesian Filtering and Smoothing
Simo (Aalto University, Finland) Sarkka
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Kalman-Filter : Einfuhrung in die Zustandsschatzung und ihre Anwendung fur eingebettete Systeme
Reiner Marchthaler
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A Course of Stochastic Analysis
Alexander Melnikov
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Random Walks on Infinite Groups
Steven P. Lalley
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Measure-Theoretic Probability : With Applications to Statistics, Finance, and Engineering
Kenneth Shum
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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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A Modern Introduction to Probability and Statistics : Understanding Why and How
F.M. Dekking
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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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Applied Stochastic Differential Equations
Simo (Aalto University, Finland) Sarkka
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Markov Chains
Randal Douc
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Understanding Markov Chains : Examples and Applications
Nicolas Privault
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One Thousand Exercises in Probability : Third Edition
Geoffrey Grimmett
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What Is Random? : Chance and Order in Mathematics and Life
Edward J. Beltrami
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Probability on Graphs : Random Processes on Graphs and Lattices
Geoffrey Grimmett
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Nonlinear Dynamics : A Concise Introduction Interlaced with Code
George Datseris
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