A course on Malliavin calculus, with applications to stochastic PDEs (volume 2)
A Primer on Riemannian Geometry and Stochastic Analysis on Path Spaces
A probability path
Almost sure invariance principles for partial sums of weakly dependent random variables
An Introduction to Branching Measure-Valued Processes
An introduction to stochastic processes
An introduction to stochastic processes in physics
An Invitation to Sample Paths of Brownian Motion
Branching Processes
Continuous martingales and Brownian motion
Convergence of Stochastic Processes
Dynamical Theories of Brownian Motion
Finite Markov chains and algorithmic applications
Handbook of stochastic analysis and applications
Introduction to probability models
Introduction to random walks and diffusion
Introduction to stochastic differential equations
Lecture notes on random walks and simulation
Lectures on quantum probability
Lectures on stochastic analysis
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