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 David Aldous, James Allen Fill - University of California, Berkeley
From the table of contents: General Markov Chains; Reversible Markov Chains; Hitting and Convergence Time, and Flow Rate, Parameters for Reversible Markov Chains; Special Graphs and Trees; Cover Times; Symmetric Graphs and Chains; etc.
by Matthias Vallentin
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
by Hossein Pishro-Nik - Kappa Research, LLC
This book introduces students to probability, statistics, and stochastic processes. It can be used by both students and practitioners in engineering, sciences, finance, and other fields. It provides a clear and intuitive approach to these topics.
by Cappella Archive - Prasenjit Saha
This is a short book about the principles of data analysis. The emphasis is on why things are done rather than on exactly how to do them. If you already know something about the subject, then working through this book will deepen your understanding.