Statistics of random processes by Liptser, Robert Shevilevich

Complex stochastic systems

Statistics of random processes I. General theory. by Liptser, Robert S.

Statistics of random processes II. Applications. by Liptser, Robert S.

Diffusion and reactions in fractals and disorderd systems. by Ben-Avraham, Daniel

Random data analysis and measurement procedures by Bendat, Julius S.

Random data analyis and measurement procedures by Bendat, Julius S.

Table of Contents

Essentials of stochastic processes by Durrett, Rick

Classical and spatial stochastic processes by Schinazi, Rinaldo B.

The econometric modelling of financial time series by Mills, Terence C.