Stochastic Processes with Applications
10 credits
Reading list, Master's level, 1MS024
Main group 1
- Ross, Sheldon M., Stochastic processes, 2. ed., New York, Wiley, cop. 1996Compulsory
- Brzeźniak, Zdzisław; Zastawniak, Tomasz, Basic stochastic processes: a course through exercises, London, Springer, cop. 1999Compulsory
* Compulsory