Probability Theory and Stochastic Processes


Bass R.F. Diffusions and Elliptic Operators 1998
Borodin A.N., Salminen P. Handbook of Brownian Motion: Facts and Formulae 1996
Feller W. An Introduction to Probability Theory and Its Applications, Volumes 1-2, 2nd Ed. 1971
Freidlin M. Functional Integration and Partial Differential Equations 1985
Ito K., McKean H.P. Diffusion Processes and Their Sample Paths 1965
Levy P. Processus Stochastiques et Mouvement Brownien 1948-1965
Mohanty S.G. Lattice Path Counting and Applications 1979
Port S.C., Stone C.J. Brownian Motion and Classical Potential Theory 1978
Revuz D.R.J., Yor M. Continuous Martingales and Brownian Motion 1991, 1999
Sabelfeld K.K., Simonov N.A. Random Walks on Boundary for Solving PDEs 1994
Spitzer F. Principles of Random Walk 1964
Wentzell A.D. A Course in the Theory of Stochastic Processes 1981
Yor M. Exponential Functionals of Brownian Motion and Related Processes 2001

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Last modified 15/03/2005

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