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1.
Numerical solution of stochastic differential equations with jumps in finance Eckhard Platen by Series: Stochastic Modelling and Applied Probability | Rozovskii, B
Material type: Text Text
Publication details: Berlin Springer 2010
Availability: Items available for loan: Central Library (1)Call number: 519.2 P6966n.

2.
Numerical methods for stochastic control problems in continuous time Harold J. Kushner by Series: Applications of Mathematics: Stochastic Modelling and Applied Probability | Karatzas, I
Edition: 2nd ed.
Material type: Text Text
Publication details: New York Springer 2001
Availability: Items available for loan: Central Library (1)Call number: 519 K9684n2.

3.
Statistics of random processes I general theory Robert S. Liptser by Series: Applications of Mathematics- stochastic modelling and applied probability | Karatzas, I. and Yor, M. ed
Edition: 2nd rev. and expanded ed.
Material type: Text Text; Format: print ; Literary form: Not fiction
Language: English
Publication details: Berlin Springer 2001
Availability: Items available for loan: Central Library (1)Call number: 519.2 L6697s2.

4.
Controlled Markov processes and viscosity solutions Wendell H. Fleming by Series: Stochastic modelling and applied probability; 25
Edition: 2nd ed.
Material type: Text Text; Format: print ; Literary form: Not fiction
Language: English
Publication details: New York Springer 2006
Availability: Items available for loan: Central Library (1)Call number: 519.233 F6291c2.

5.
Statistics of random processes II applications Robert S. Liptser by Series: Applications of mathematics- Stochastic modelling and applied probability; 6
Edition: 2nd rev. and expanded ed.
Material type: Text Text; Format: print ; Literary form: Not fiction
Language: English
Publication details: Berlin Springer 2001
Availability: Items available for loan: Central Library (1)Call number: 519.23 L6697s2.

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