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          wutever
          1 year ago
         
Books : Misc. Educational : English
Finance :

Measuring Risk in Complex Stochastic Systems - J. Franke, W. Hardle, G. Stahl
Security markets stochastic models - Darrell Duffie
Stochastic Calculus and Finance - Steven Shreve
Stochastic methods in economics and finance - Malliaris A.G.
Stochastic Methods In Finance - M. Morel, Cachan
Stochastic Modeling in Economics and Finance - Jan Hurt

Math :

A First Course In Stochastic Models - H. C. Tijms
Applied Probability And Stochastic Processes - W lodzimierz Bryc
Convergence Of Stochastic Processes - D.Pollard
Handbook of Stochastic Analysis with Applications - D. KANNAN , V. LAKSHMIKANTHAM
Introduction To Stochastic Differential Equations 1.2 - Evans L C
Markov Chains and Stochastic Stability - Meyn S
Probability, Random Variables and Stochastic Processes - Papoulis
Singular Stochastic Differential Equations - Cherny A, Englebert H
Stochastic Differential Equations An Introduction with Applications 5th ed - Oksendal B
Stochastic Differential Equations And Applications Vol 1 - Friedman A
Stochastic Differential Equations And Applications Vol 2 - Friedman A
Stochastic Dynamics - Crauel H , M.Gundlach
Stochastic Integration and Differential Equations 2ed - Protter
Stochastic Integration with Jumps - Klaus Bichteler
Stochastic Optimal Control The Discrete Time Case - Dimitri P. Bertsekas
Stochastic Partial Differential Equations And Applications - Math Da Prato G , Tubaro L
Stochastic Petri nets. Modelling, stability, simulation - Haas P.
Stochastic Process Limits - Ward Whitt
Stochastic Processes and Stochastic Integration - Marcus Pivato

Others :
Stochastic Approximation And Its Application - Han-Fu Chen
Stochastic Modeling of Manufacturing Systems Advances in Design, Performance Evaluation, and Control Issues - G. Liberopoulos

Physics :
An introduction to stochastic processes in physics, containing On the theory of Brownian notion - Lemons D.N.
Path Integrals in Physics Volume I Stochastic Processes and Quantum Mechanics - M Chaichian
Stochastic Methods For Physics Using Java An introduction - PETRUCCIONE P. BIECHELE
Stochastic Problems In Physics And Astronomy - Chandrasekhar
Stochastic Processes In Physics, Chemistry And Biology - Jane A freund

[此贴子已经被作者于2008-4-19 0:19:05编辑过]