Stochastic Processes
10 credits
Reading list, Master's level, 1MS030
A revised version of the reading list is available.
Main group 1
- Çınlar, Erhan, Probability and stochastics, New York, Springer, cop. 2011
- Bhattacharya, Rabi; Waymire, Edward, Random walk, Brownian motion, and Martingales, Cham, Springer, 2021