Stochastic Processes
10 credits
Reading list, Master's level, 1MS030
Main group 1
- Riedle, Markus, Stochastic Analysis, Lecture Notes, Kings College London, 2015, https://nms.kcl.ac.uk/markus.riedle/main.pdf
- Bhattacharya, Rabi; Waymire, Edward, Random walk, Brownian motion, and Martingales, Cham, Springer, 2021