Linkkejä
Kirjoja
- Stewart N. Ethier & Thomas G. Kurtz.
Markov Processes: Characterization and Convergence, 2005.
- Avner Friedman.
Stochastic Differential Equations and Applications, 2006.
- Olav Kallenberg.
Foundations of Modern Probability, 2002.
- Iannis Karatzas & Steven Shreve.
Brownian Motion and Stochastic Calculus, 1991.
- Peter Mörters & Yuval Peres.
Brownian Motion, 2010.
- L. C. G. Rogers & David Williams.
Diffusions, Markov Processes, and Martingales Vol. 1, 2000.
- L. C. G. Rogers & David Williams.
Diffusions, Markov Processes, and Martingales Vol. 2, 2000.
- Bernt Øksendal.
Stochastic Differential Equations: An Introduction with Applications, 2006.
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