Diffusion processes and stochastic calculus
Fabrice Baudoin2014 年出版276 页ISBN:3037191330
STOCHASTIC CALCULUS FOR FRACTIONAL BROWNIAN MOTION AND RELATED PROCESSES
2008 年出版398 页ISBN:9783540758723
STOCHASTIC CALCULUS OF VARIATIONS FOR JUMP PROCESSES 2ND EDITION
YASUSHI LSHIKAWA2016 年出版279 页ISBN:9783110377767
BROWNIAN MOTION AND STOCHASTIC CALCULUS
IOANNIS KARATZAS STEVEN E.SHREVE2222 年出版470 页ISBN:0506207362
Stochastic calculus and differential equations for physics and finance
Joseph L. McCauley2013 年出版206 页ISBN:0521763400
Elements of random walk and diffusion processes
Oliver C. Ibe2013 年出版260 页ISBN:1118618097