Sono qui elencati i libri di testo suggeriti per la preparazione dell'esame del corso Stochastic processes and stochastic calculus

Gli eventuali ulteriori documenti indicati nel syllabus possono essere richiesti ai bibliotecari.

Trovati 12 documenti.

Probability and random processes
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Materiale linguistico moderno

Grimmett, Geoffrey R. - Stirzaker, David

Probability and random processes / Geoffrey R. Grimmett and David R. Stirzaker

3rd ed.

Oxford : Oxford University press, 2001

Probability with martingales
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Materiale linguistico moderno

Williams, David

Probability with martingales / David Williams

Cambridge [etc.] : Cambridge University Press, 1991

Cambridge mathematical textbooks

Denumerable Markov chains
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Materiale linguistico moderno

Woess, Wolfgang

Denumerable Markov chains : generating functions, boundary theory, random walk on trees / Wolfgang Woess

Zuerich : European Mathematical Society, 2009

Brownian motion and stochastic calculus
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Materiale linguistico moderno

Karatzas, Ioannis - Shreve, Steven E.

Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve

2nd ed.

New York : Springer, 1998

Graduate texts in mathematics ; 113

Probability essentials
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Materiale linguistico moderno

Jacod, Jean - Protter, Philip

Probability essentials / Jean Jacod, Philip Protter

2nd ed.

Berlin [etc.] : Springer, c2003

Universitext

Stochastic modeling
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Materiale linguistico moderno

Lanchier, Nicolas

Stochastic modeling / Nicolas Lanchier

Cham : Springer, 2017

Universitext

Handbook of stochastic methods
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Materiale linguistico moderno

Gardiner, Crispin W.

Handbook of stochastic methods : for physics, chemistry and the natural sciences / C. W. Gardiner

Berlin [etc.] : Springer-Verlag, 1983

Springer series in synergetics ; 13

Arbitrage theory in continuous time
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Materiale linguistico moderno

Björk, Tomas

Arbitrage theory in continuous time / Tomas Björk

3rd ed.

New York : Oxford University Press, 2009

Finitary probabilistic methods in econophysics
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Materiale linguistico moderno

Garibaldi, Ubaldo - Scalas, Enrico

Finitary probabilistic methods in econophysics / Ubaldo Garibaldi, Enrico Scalas

Cambridge : Cambridge University Press, 2010

Foundations of modern probability
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Materiale linguistico moderno

Kallenberg, Olav

Foundations of modern probability / Olav Kallenberg

2nd ed.

New York [etc.] : Springer, c2002

Probability and its applications

Introduction to probability models
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Materiale linguistico moderno

Ross, Sheldon M.

Introduction to probability models / Sheldon M. Ross

10th ed

Amsterdam [etc.] : Academic Press, c2010

Probability and computing
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Materiale linguistico moderno

Mitzenmacher, Michael - Upfal, Eli

Probability and computing : randomized algorithms and probabilistic analysis / Michael Mitzenmacher, Eli Upfal

New York : Cambridge University Press, c2005