In questa sezione sono 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.


In this section, you will find the reading list for the course Stochastic processes and stochastic calculus.

If you cannot find the documents you need, ask a librarian.


Found 12 documents.

Arbitrage theory in continuous time
0 0 0
Modern Books

Björk, Tomas

Arbitrage theory in continuous time / Tomas Björk

3rd ed.

New York : Oxford University Press, 2009

Brownian motion and stochastic calculus
0 0 0
Modern Books

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

Finitary probabilistic methods in econophysics
0 0 0
Modern Books

Garibaldi, Ubaldo - Scalas, Enrico

Finitary probabilistic methods in econophysics / Ubaldo Garibaldi, Enrico Scalas

Cambridge : Cambridge University Press, 2010

Handbook of stochastic methods
0 0 0
Modern Books

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

Probability essentials
0 0 0
Modern Books

Jacod, Jean - Protter, Philip

Probability essentials / Jean Jacod, Philip Protter

2nd ed.

Berlin [etc.] : Springer, c2003

Universitext

Probability with martingales
0 0 0
Modern Books

Williams, David

Probability with martingales / David Williams

Cambridge [etc.] : Cambridge University Press, 1991

Cambridge mathematical textbooks

Probability and computing
0 0 0
Modern Books

Mitzenmacher, Michael - Upfal, Eli

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

New York : Cambridge University Press, c2005

Denumerable Markov chains
0 0 0
Modern Books

Woess, Wolfgang

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

Zuerich : European Mathematical Society, 2009

Stochastic modeling
0 0 0
Modern Books

Lanchier, Nicolas

Stochastic modeling / Nicolas Lanchier

Cham : Springer, 2017

Universitext

Probability and random processes
0 0 0
Modern Books

Grimmett, Geoffrey R. - Stirzaker, David

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

3rd ed.

Oxford : Oxford University press, 2001

Introduction to probability models
0 0 0
Modern Books

Ross, Sheldon M.

Introduction to probability models / Sheldon M. Ross

10th ed

Amsterdam [etc.] : Academic Press, c2010

Foundations of modern probability
0 0 0
Modern Books

Kallenberg, Olav

Foundations of modern probability / Olav Kallenberg

2nd ed.

New York [etc.] : Springer, c2002

Probability and its applications