Avellaneda, Marco --Topics in Applied Probability (Stochastic DE and Markov Processes) (G63.2936.001)

          AUTHOR :Karlin, Samuel, 1923-
           TITLE :A first course in stochastic processes / Samuel Karlin, Howard
                  M. Taylor.
         EDITION :2d ed.
       PUBLISHER :New York : Academic Press, [1975]                             

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          AUTHOR :Karlin, Samuel, 1923-
           TITLE :A second course in stochastic processes / Samuel Karlin,
                  Howard M. Taylor.
       PUBLISHER :New York : Academic Press, c1981.                             


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          AUTHOR :McKean, Henry P.
           TITLE :Stochastic integrals [by] H. P. McKean, Jr.
       PUBLISHER :New York, Academic Press, 1969.                               

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          AUTHOR :Oksendal, Bernt.
           TITLE :Stochastic differential equations : an introduction with
                  applications / Bernt Oksendal.
         EDITION :3rd, 2d, 1st ed
       PUBLISHER :Berlin ; New York : Springer, c1992, 1989, 1985                          

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          AUTHOR :Varadhan, S. R. S.
           TITLE :Stochastic processes [by] S. R. S. Varadhan.
       PUBLISHER :[New York] Courant Institute of Mathematical Sciences, New
                  York University [1968]                                        

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