Stochastic Integration and Stochastic Differential Equations
by Klaus Bichteler
Publisher: University of Texas 2002
Number of pages: 643
Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and enough functional analysis to recognize the Hahn-Banach theorem.
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by R. A. Bailey - Cambridge University Press
This book develops a coherent framework for thinking about factors that affect experiments and their relationships, including the use of Hasse diagrams. The book is ideal for advanced undergraduate and beginning graduate courses.
by Muhammad El-Taha - University of Southern Maine
Topics: Data Analysis; Probability; Random Variables and Discrete Distributions; Continuous Probability Distributions; Sampling Distributions; Point and Interval Estimation; Large Sample Estimation; Large-Sample Tests of Hypothesis; etc.
by Oscar Sheynin - arXiv.org
This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. The book covers an extremely wide field, and is targeted at the same readers as any other book on history of science.
by Marco Taboga - statlect.com
This e-book is organized as a website that provides access to a series of lectures on fundamentals of probability, statistics and econometrics, as well as to a number of exercises on the same topics. The level is intermediate.