Bayesian Filtering and Smoothing
Simo (Aalto University, Finland) Sarkka
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Diffusion Processes, Jump Processes, and Stochastic Differential Equations
Wojbor A. (Case Western Reserve University, Cleveland, Ohi Woyczynski
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Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions : From Statistics to Mathematics
Weihua Deng
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Introduction to Probability and Random Variables
Orhan Gazi
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Measure-Theoretic Probability : With Applications to Statistics, Finance, and Engineering
Kenneth Shum
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A Cookbook with Probability One : With Financial Applications
Damiano Rossello
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Asymptotische Stochastik: Eine Einfuhrung mit Blick auf die Statistik
Norbert Henze
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Mathematics of Information : Theory and Applications of Shannon-Wiener Information
Stefan Schaffler
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Stochastic Differential Equations : An Introduction with Applications
Bernt Øksendal
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Probability : An Introduction
Geoffrey (Professor of Mathematical Statistics, Professor of Grimmett
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Markov Chains
J. R. (University of Cambridge) Norris
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Introduction To Stochastic Calculus With Applications (Third Edition)
Fima C (Monash Univ, Australia) Klebaner
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Understanding Probability
Henk (Vrije Universiteit, Amsterdam) Tijms
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A Modern Introduction to Probability and Statistics : Understanding Why and How
F.M. Dekking
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Probability and Random Processes
Geoffrey (Director of Research and Professor Emeritus of Mat Grimmett
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Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Introductory Time Series with R
Paul S.P. Cowpertwait
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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One Thousand Exercises in Probability : Third Edition
Professor Geoffrey (Director of Research and Professor Emeri Grimmett
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All of Statistics : A Concise Course in Statistical Inference
Larry Wasserman
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Probability Theory : A Comprehensive Course
Achim Klenke
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