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Authors
Karatzas, Ioannis
Klebaner, Fima C.
Lamberton, Damien
Lapeyre, Bernard
Pinsky, Mark A.
Schürmann, Michael
Shreve, Steven E.
Si, Si
Wihstutz, V.
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Graduate texts in ma...
Lecture notes in mat...
Progress in probabil...
Topics
Brownian motion proc...
Calculus
Diffusion processes
Investments
Options (Finance)
Quantum theory
Stochastic analysis
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Stochastic different...
White noise theory
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1.
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Diffusion processes and related problems in analysis /
Mark A. Pinsky, editor.
by
Pinsky, Mark A
, 1940-
Wihstutz, V. (Volker)
, 1940-
Northwestern University (Evanston, Ill.). Dept. of Mathematics
Series:
Progress in probability
; v. 22, etc.
Material type:
Text
; Format:
print
; Literary form:
Not fiction
Publication details:
Boston :
Birkhäuser,
1990-1992
Availability:
Items available for loan:
School of Theoretical Physics
(3)
Call number:
519.2 PIN, ..
.
Place hold
2.
White noise on bialgebras /
Michael Schürmann.
by
Schürmann, Michael
, 1955-
Series:
Lecture notes in mathematics (Springer-Verlag)
; 1544.
Material type:
Text
; Format:
print
; Literary form:
Not fiction
Publication details:
Berlin ; New York :
Springer-Verlag,
c1993
Availability:
Items available for loan:
School of Theoretical Physics
(1)
Call number:
535.2 SCH
.
Place hold
3.
Brownian motion and stochastic calculus /
Ioannis Karatzas, Steven E. Shreve.
by
Karatzas, Ioannis
Shreve, Steven E
Series:
Graduate texts in mathematics
; 113
Edition:
2nd ed.
Material type:
Text
; Format:
print
; Literary form:
Not fiction
Publication details:
New York :
Springer-Verlag,
c1991
Online access:
Publisher description
Table of contents only
Availability:
Items available for loan:
School of Theoretical Physics
(2)
Call number:
519.2 KAR, ..
.
Place hold
4.
Introduction to stochastic calculus applied to finance /
Damien Lamberton and Bernard Lapeyre ; translated by Nicolas Rabeau and François Mantion.
by
Lamberton, Damien
Lapeyre, Bernard
Edition:
1st ed.
Material type:
Text
; Format:
print
; Literary form:
Not fiction
Language:
English
Original language:
French
Publication details:
London ; New York :
Chapman & Hall,
1996
Online access:
Publisher description
Availability:
Not available:
School of Theoretical Physics: Checked out
(1).
Place hold
5.
Introduction to stochastic calculus with applications /
Fima C. Klebaner.
by
Klebaner, Fima C
Edition:
3rd ed.
Material type:
Text
; Format:
print
; Literary form:
Not fiction
Publication details:
London : Singapore ; Hackensack, NJ :
Imperial College Press ; Distributed by World Scientific Pub.,
c2012
Availability:
Not available:
School of Theoretical Physics: Checked out
(1).
Place hold
6.
Introduction to Hida distributions /
Si Si.
by
Si, Si
Material type:
Text
; Format:
print
; Literary form:
Not fiction
Publication details:
Singapore ; Hackensack, NJ :
World Scientific,
c2012
Availability:
Items available for loan:
School of Theoretical Physics
(1)
Call number:
519.2 SI
.
Place hold
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