Probability Theory And Stochastic Processes

Brownian Motion, Martingales, and Stochastic Calculus eBooks & eLearning

Posted by Underaglassmoon at June 19, 2016

Authors: Le Gall, Jean-François
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

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Theory of Stochastic Objects eBooks & eLearning

Posted by Underaglassmoon at Feb. 27, 2018

Theory of Stochastic Objects: Probability, Stochastic Processes and Inference
CRC Press | English | 2018 | ISBN-10: 1466515201 | 408 pages | PDF | 7.94 mb

by Athanasios Christou Micheas (Author)

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Essentials of Stochastic Processes, Third Edition eBooks & eLearning

Posted by Underaglassmoon at Nov. 9, 2016

Essentials of Stochastic Processes, Third Edition
Springer | Texts in Statistics | Dec 6, 2016 | ISBN-10: 331945613X | 275 pages | pdf | 2.46 mb

Authors: Durrett, Richard
A concise treatment and textbook on the most important topics in Stochastic Processes
All concepts illustrated by examples and more than 300 carefully chosen exercises for effective learning
New edition includes added and revised exercises, including many biological exercises, in addition to restructured and rewritten sections with a goal toward clarity and simplicity
Solutions Manual available for instructors

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The Fascination of Probability, Statistics and their Applications: In Honour of Ole E. Barndorff-Nielsen eBooks & eLearning

Posted by Underaglassmoon at Dec. 29, 2015

Editors: Podolskij, M., Stelzer, R., Thorbjørnsen, S., Veraart, A.E.D. (Eds.)
Honors the numerous scientific achievements of Ole E. Barndorff-Nielsen on the occasion of his 80th birthday
Presents fascinating current research results regarding the theory of probability, statistics, as well as their applications
Includes contributions by international experts

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Introduction to Stochastic Processes: Queues, Finance, and Credit Risk eBooks & eLearning

Posted by DexterDL at July 3, 2025

Introduction to Stochastic Processes: Queues, Finance, and Credit Risk (University Texts in the Mathematical Sciences)
English | 2025 | ISBN: 9789819761524 | 586 pages | PDF | 8.94 MB

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