**Stochastic Integration and Stochastic Differential Equations**

by Klaus Bichteler

**Publisher**: University of Texas 2002**Number of pages**: 643

**Description**:

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.

Download or read it online for free here:

**Download link**

(DVI/PS/PDF)

## Similar books

**Lectures on Noise Sensitivity and Percolation**

by

**Christophe Garban, Jeffrey E. Steif**-

**arXiv**

The goal of this set of lectures is to combine two seemingly unrelated topics: (1) The study of Boolean functions, a field particularly active in computer science; (2) Some models in statistical physics, mostly percolation.

(

**12341**views)

**Introduction to Probability and Statistics Using R**

by

**G. Jay Kerns**

A textbook for an undergraduate course in probability and statistics. The prerequisites are two or three semesters of calculus and some linear algebra. Students attending the class include mathematics, engineering, and computer science majors.

(

**10765**views)

**Markov Chains and Stochastic Stability**

by

**S.P. Meyn, R.L. Tweedie**-

**Springer**

The book on the theory of general state space Markov chains, and its application to time series analysis, operations research and systems and control theory. An advanced graduate text and a monograph treating the stability of Markov chains.

(

**22087**views)

**Probability and Statistics: A Course for Physicists and Engineers**

by

**Arak M. Mathai, Hans J. Haubold**-

**De Gruyter Open**

This is an introduction to concepts of probability theory, probability distributions relevant in the applied sciences, as well as basics of sampling distributions, estimation and hypothesis testing. Designed for students in engineering and physics.

(

**8875**views)