Bayesian Filtering and Smoothing
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Introduction to Probability Models
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Efficiency and Productivity Analysis : Using Copulas in Stochastic Frontier Models
Artem (University of Sydney, Australia) Prokhorov
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The Elements of Statistical Learning : Data Mining, Inference, and Prediction, Second Edition
Trevor Hastie
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Stochastic Differential Equations : An Introduction with Applications
Bernt Øksendal
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Basic Stochastic Processes : A Course Through Exercises
Zdzislaw Brzezniak
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
L. C. G. (University of Bath) Rogers
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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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Stochastic Methods : A Handbook for the Natural and Social Sciences
Crispin Gardiner
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Stochastic Processes in Physics and Chemistry
N.G. (Institute of Theoretical Physics, University of Utre Van Kampen
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Arbitrage Theory in Continuous Time
Tomas (Professor of Mathematical Finance, Professor of Mathemat Bjork
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Introduction To Stochastic Calculus With Applications (Third Edition)
Fima C (Monash Univ, Australia) Klebaner
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An Intermediate Course in Probability
Allan Gut
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An Introduction to Stochastic Processes with Applications to Biology
Linda J. S. (Texas Tech University, Lubbock, Texas, USA) Allen
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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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Brownian Motion, Martingales, and Stochastic Calculus
Jean-Francois Le Gall
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Introduction to Probability and Statistics for Engineers and Scientists
Sheldon M. (Professor, Department of Industrial and Systems Engi Ross
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Stochastic Calculus for Finance II : Continuous-Time Models
Steven Shreve
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Monte Carlo Methods in Financial Engineering
Paul Glasserman
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Stochastic Processes
Richard F. (University of Connecticut) Bass
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Stochastic Thermodynamics : An Introduction
Luca Peliti
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