Reference Books
Math 280C (Spring 2022)
- Billingsley, Patrick:
Probability and Measure (3rd ed)
[QA273 .B575 1995]
-
Chung, Kai Lai & R.J. Williams
Introduction to stochastic integration (2nd ed)
[QA274.22 .C48 1990]
- Cinlar, Erhan
Probability and Stochastics [click here]
[QA274 .C563 2011]
- Durrett, Richard:
Probability : theory and examples (5th ed) [click here]
[QA273 .D865 2010]
-
Freedman, David
Brownian motion and diffusion
[QA274.75 .F74]
-
Karatzas, Ioannis & Steven E. Shreve
Brownian motion and stochastic calculus (2nd ed)
[click here]
[QA274.75 .K37 1991]
- Kallenberg, Olav:
Foundations of modern probability (3rd ed) [click here]
[QA273.K285 2001](2nd ed in Geisel)
-
Knight, Frank B.
Essentials of Brownian motion and diffusion
[QA274.75 .K58]
-
Kopp, P. E.
Martingales and stochastic integrals
[QA274.5 .K67 1984]
-
Norris, J.R.
Markov Chains
[QA274.7 .N67 1997]
-
Rogers, L.C.G. & Williams, D.
Diffusions, Markov processes, and martingales (2 vol.)
[QA274.7 .W54 2000 1&2]
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Last updated March 21, 2022