Books on Reserve in the S & E Library
Math 280C (Spring 2005)
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Chung, Kai Lai & R.J. Williams
Introduction to stochastic integration (2nd ed)
[QA274.22 .C48 1990]
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Durrett, Richard
Probability : theory and examples
[QA273 .D865 1996]
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Elliott, Robert James
Stochastic calculus and applications
[QA274.2 .E44 1982]
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Freedman, David
Brownian motion and diffusion
[QA274.75 .F74]
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Karatzas, Ioannis & Steven E. Shreve
Brownian motion and stochastic calculus (2nd ed)
[QA274.75 .K37 1991]
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Kallenberg, Olav
Foundations of modern probability (2nd ed)
[QA273 .K285 2001]
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Knight, Frank B.
Essentials of Brownian motion and diffusion
[QA274.75 .K58]
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Kopp, P. E.
Martingales and stochastic integrals
[QA274.5 .K67 1984]
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Oksendal, B. K.
Stochastic differential equations : an introduction with applications (5th ed)
[QA274.23 .O47 1998]
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Norris, J.R.
Markov Chains
[QA274.7 .N67 1997]
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Rogers, L.C.G. & Williams, D.
Diffusions, Markov processes, and martingales (2 vol.)
[QA274.7 .W54 2000 1&2]
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Last updated March 14, 2005