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Stochastic analysis

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Continuous Stochastic Calculus with Applications to Finance

Michael Meyer

2001

Matrix methods

Richard Bronson

1970

Elementary stochastic calculus with finance in view

Thomas Mikosch

1998

Introduction to Stochastic Analysis and Malliavin Calculus

Giuseppe Da Prato

2007

Markov Processes and Related Problems of Analysis

E. B. Dynkin

1982

Empirical studies on volatility in international stock markets

Eugenie M. J. H Hol

2003

Stochastic analysis of computer storage

Oleg Ivanovich Aven

1987

Stochastic finance

Hans Föllmer, Alexander Schied

2002

Stochastic spectral theory for selfadjoint Feller operators

Michael Demuth, Jan A. van Casteren

2000

Semimartingales and their Statistical Inference (Monographs on Statistics and Applied Probability)

B. L. S. Prakasa Rao

1999

Brownian motion and stochastic calculus

Steven E. Shreve, Ioannis Karatzas

1988

Quantum Mechanics a Stochastic Approach

Vasudevan

2008

Benchmarking with DEA, SFA, and R

Peter Bogetoft

2011

The stochastic finite element method

Michał Kleiber

1992

Optimal control of diffusion processes

Vivek S. Borkar

1989

Stochastic volatility

Neil Shephard

2005

Mathematics of financial markets

Robert J. Elliott

1999

Stochastic Calculus In Application Proceedings (Pitman Research Notes in Mathematics)

J.R. Norris

1988

New approaches to macroeconomic modeling

Masanao Aoki

1998

Elementary Introduction to Mathematical Finance

Sheldon M. Ross

2011

Stabilization of control systems

O. Hijab

1987

Stochastic analysis

1973

Stochastic calculus for finance

Steven E. Shreve

2004

Stochastic calculus and financial applications

J. Michael Steele

2001

Probability and Computing

Eli Upfal, Michael Mitzenmacher

2005

Stochastic finance

Hans Föllmer

2004

Probability, statistics, and analysis

G. E. H. Reuter, J. F. C. Kingman

1983

Characterizing properties of stochastic objective functions

Susan Athey

1995

Comparative statics under uncertainty

Susan Athey

1996

Stochastic equations through the eye of the physicist

Valeriĭ Isaakovich Kli͡at͡skin

2005

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