Bibliography
| [1] | Aikawa, H., Essén, M.: Potential Theory – Selected Topics. Springer, Lecture Notes in Mathematics 1633, Berlin 1996. |
| [2] | Arnold, L.: Stochastic Differential Equations: Theory and Applications. Wiley-Interscience, New York 1974. |
| [3] | Arnold, L.: Random Dynamical Systems. Springer, Berlin 2009. |
| [4] | Ash, R. B.: Information Theory. Interscience Publishers, New York 1965. Reprinted by: Dover, New York 1990. |
| [5] | Asmussen, S., Glynn, P. W.: Stochastic Simulation: Algorithms and Analysis. Springer, Berlin 2007. |
| [6] | Bachelier, L.: Théorie de la speculation. Ann. Sci. Ec. Norm. Super. 17 (1900) 21-86. English translations in [39] pp.17-78 and [8]. |
| [7] | Bachelier, L.: Calcul des Probabilités. Gauthier-Villars, Paris 1912. Reprinted ... |
Get Brownian Motion, 2nd Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
