Πρότυπο:MAM141-Biblio
Από Wiki Τμήματος Μαθηματικών
Αναθεώρηση ως προς 12:31, 26 Αυγούστου 2022 από τον Mathwikiadmin (συζήτηση | συνεισφορές) (Νέα σελίδα με '* Karatzas I. and S. Shreve. Brownian Motion and Stochastic Calculus. Springer. 1998 * Lamberton, D. & Lapeyre, B. (1996). Introduction to Stochastic Calculus Applied to Finance. Chapman & Hall. * Oksendal B.: Stochastic Differential Equations, 6th edition. Springer 2007. * Revuz D. and M. Yor. Continuous martingales and Brownian motion. Springer. 2001 * Rogers L.C. and D. Williams.Diffusions, Markov Processes and Martingales. Vol.1 and 2, Cambridge University Pr...')
- Karatzas I. and S. Shreve. Brownian Motion and Stochastic Calculus. Springer. 1998
- Lamberton, D. & Lapeyre, B. (1996). Introduction to Stochastic Calculus Applied to Finance. Chapman & Hall.
- Oksendal B.: Stochastic Differential Equations, 6th edition. Springer 2007.
- Revuz D. and M. Yor. Continuous martingales and Brownian motion. Springer. 2001
- Rogers L.C. and D. Williams.Diffusions, Markov Processes and Martingales. Vol.1 and 2, Cambridge University Press. 2002
- Steele J. M., Stochastic Calculus and Financial Applications, 2001.
- [Περιοδικό] Stochastic Analysis and Applications.