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Dewey-nr: 519.236
Continuous Martingales and Brownian Motion
Revuz, Daniel
Bok Bokmål 1998 · Vis mer
Stochastic differential equations : an introduction with applications
Bernt Øksendal ; with 15 figures
Bok Engelsk 2007 · Vis mer
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Spatially independent Martingales, intersections, and applications
Pablo Shmerkin, Ville Suomala.
Bok Engelsk 2018 · Vis mer
Normal Approximations with Malliavin Calculus : From Stein's Method to Universality
Nourdin, Ivan.
Bok Engelsk 2012 · Vis mer
Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction
Horst Osswald
Bok Engelsk 2012 · Vis mer
Semimartingales and their statistical inference
B.L.S. Prakasa Rao
Bok Engelsk 1999 · Vis mer
Martingales in Banach spaces
Gilles Pisier
Bok Engelsk 2016 · Vis mer
Martingale methods in financial modelling
Marek Musiela, Marek Rutkowski
Bok Engelsk 1997 · Vis mer
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Markov chains
J.R. Norris
Bok Engelsk 1997 · Vis mer
Continuous martingales and Brownian motion
Daniel Revuz, Marc Yor
Bok Engelsk 1991 · Vis mer
Stochastic processes
Richard F. Bass
Bok Engelsk 2011 · Vis mer
Taylor approximations for stochastic partial differential equations
Arnulf Jentzen, Peter E. Kloeden
Bok Engelsk 2011 · Vis mer
Malliavin calculus for Lévy processes with applications to finance
Di Nunno, G.
Bok Engelsk 2009 · Vis mer
Numerical solution of Stochastic differential equations with jumps in finance
Platen, Eckhard.
Bok Engelsk 2010 · Vis mer
Brownian motion and martingales in analysis
Richard Durrett
Bok Engelsk 1984 · Vis mer
An introduction to stochastic processes with applications to biology
Allen, Linda J. S.
Bok Engelsk 2003 · Vis mer
Martingale inequalities : seminar notes on recent progress
Adriano M. Garsia
Bok Engelsk 1973 · Vis mer
Theory of martingales
Lipcer, R.S.
Bok Engelsk 1989 · Vis mer
Semimartingale theory and stochastic calculus
Sheng-wu He, Jia-gang Wang, Jia-an Yan
Bok Engelsk 1992 · Vis mer
Semimartingales : a course on stochastic processes
Metivier, Michel
Bok Engelsk 1982 · Vis mer