Brownian Motion and Stochastic Calculus

Bibliography

Bibliography

  • Baudoin, F., Diffusion Processes and Stochastic Calculus.
  • Bogachev, V.I., Measure Theory.
  • Conway, J.B., A Course in Functional Analysis.
  • Folland, G.B., Real Analysis: Modern Techniques and Their Applications.
  • Lang, Serge, Differential and Riemannian manifolds.
  • Rogers, LCG and Williams, David, Book review: Diffusions, markov processes. and martingales, volume 2, it6 calculus.
  • Stroock, D.W. and Varadhan, S.R.S., Multidimensional Diffusion Processes.
  • Stroock, Daniel W., Probability Theory, An Analytic View.
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Brownian Motion and Stochastic Calculus

Bibliography
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