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Books
Markov Processes, Brownian Motion, and Time Symmetry
From the reviews of the First Edition: This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semest... »
From the reviews of the First Edition: This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semest... »
Elementary Probability Theory
With Stochastic Processes and an Introduction to Mathematical Finance »
With Stochastic Processes and an Introduction to Mathematical Finance »
