1-24 of 131 Books

The Art of Smooth Pasting
By Avinash K. Dixit,A. Dixit

Brownian motion and stochastic calculus
By Ioannis Karatzas,Steven E. Shreve

Continuous martingales and Brownian motion
By D. Revuz,Daniel Revuz,Marc Yor

Methods of mathematical finance
By Ioannis Karatzas
Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion
Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion
By Horst Osswald

Brownian Motion, Martingales, and Stochastic Calculus
By Jean-François Le Gall
White Noise Analysis
White Noise Analysis
By T. Hida,H. H. Kuo,J. Potthoff

Brownian motion, obstacles, and random media
By Alain-Sol Sznitman
Simple Brownian Diffusion
Simple Brownian Diffusion
By Daniel Thomas Gillespie,Effrosyni Seitaridou

Selected Aspects of Fractional Brownian Motion
By Ivan Nourdin

Stochastic Analysis and Related Topics
By H. Korezlioglu

Diffusion processes and their sample paths
By Kiyosi Itō
The term structure of interest rate differentials in a target zone
The term structure of interest rate differentials in a target zone
By Lars E. O. Svensson
Stochastic flows in the Brownian web and net
Stochastic flows in the Brownian web and net
By Emmanuel Schertzer

Mathematical finance--Bachelier Congress 2000
By Bachelier Finance Society. World Congress