Books on Reserve in the S & E Library

Math 280C (Spring 2008)


  1. Chung, Kai Lai & R.J. Williams Introduction to stochastic integration (2nd ed) [QA274.22 .C48 1990]
  2. Durrett, Richard Probability : theory and examples (3rd ed) [QA273 .D865 2005]
  3. Freedman, David Brownian motion and diffusion [QA274.75 .F74]
  4. Karatzas, Ioannis & Steven E. Shreve Brownian motion and stochastic calculus (2nd ed) [QA274.75 .K37 1991]
  5. Kallenberg, Olav Foundations of modern probability (2nd ed) [QA273 .K285 2001]
  6. Knight, Frank B. Essentials of Brownian motion and diffusion [QA274.75 .K58]
  7. Kopp, P. E. Martingales and stochastic integrals [QA274.5 .K67 1984]
  8. Norris, J.R. Markov Chains [QA274.7 .N67 1997]
  9. Rogers, L.C.G. & Williams, D. Diffusions, Markov processes, and martingales (2 vol.) [QA274.7 .W54 2000 1&2]

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Last updated March 28, 2008