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Mathematical Probability & Statistics

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Jump SDEs and the Study of Their Densities: A Self-Study Book

By Arturo Kohatsu-Higa, Atsushi Takeuchi

Partial Differential Equations: v. 1: Foundations and Integral Representations

By Friedrich Sauvigny

Stochastic Differential Equations: An Introduction with Applications

By Bernt Oksendal (University of Oslo, Norway)

Applied Stochastic Control of Jump Diffusions

By Bernt Oksendal, Agnes Sulem

Stochastic Partial Differential Equations

By Sergey V. Lototsky, Boris L. Rozovsky

Numerical Probability: An Introduction with Applications to Finance

By Gilles Pages

Introduction to Stochastic Finance

By Jia-An Yan

Statistics of Financial Markets: An Introduction

By Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner

Linear Algebra and Linear Models

By Ravindra B. Bapat

Elements of Abstract Analysis

By Micheal O'Searcoid

Probability Models

By John Haigh

Information and Coding Theory

By Gareth A. Jones, J.Mary Jones

Mathematica: A Problem-centered Approach

By Roozbeh Hazrat

Understanding Markov Chains: Examples and Applications

By Nicolas Privault

Probability Models

By John Haigh

Real Analysis

By John M. Howie

Fourier Analysis and Stochastic Processes

By Pierre Bremaud

Stochastic Calculus: An Introduction Through Theory and Exercises

By Paolo Baldi

Probability Theory: A Comprehensive Course

By Achim Klenke

Probability Theory

By Alexandr A. Borovkov

Convex and Stochastic Optimization

By J. Frederic Bonnans

Fundamentals and Advanced Techniques in Derivatives Hedging

By Bruno Bouchard, Jean-Francois Chassagneux

Mathematical Foundations of Game Theory

By Rida Laraki, Jerome Renault, Sylvain Sorin

Markov Decision Processes with Applications to Finance

By Nicole Bauerle, Ulrich Rieder

Understanding Markov Chains: Examples and Applications

By Nicolas Privault

Approximation Methods in Probability Theory

By Vydas Cekanavicius

A Course in Credibility Theory and its Applications

By Hans Buhlmann, Alois Gisler

Potential Theory

By Lester L. Helms

Statistics of Financial Markets: An Introduction

By Jurgen Franke, Wolfgang Karl Hardle, Christian Matthias Hafner

Discrete Stochastic Processes and Applications

By Jean-Francois Collet