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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