Guia docente 2020_21
Facultad de CC. Económicas y Empresariales
Máster Universitario en Técnicas Estadísticas
 Asignaturas
  Procesos estocásticos
   Fuentes de información
Bibliografía Básica BATH, U. N., Elements of Applied Stochastic Processes (2nd edition), Wiley, 1991
BATTACHARYA, R.N.; WAYMIRE, E.C., Stochastic Processes with Applications (revised edition), Siam, 2009
BILLINGSLEY, P., Convergence of Probability Measures, Wiley, 1968
DURRETT, R., Essentials of Stochastic Processes (2nd edition), Springer, 2012
GRINSTEAD, C.M.; SNELL, J.L., Introduction to Probability, American Mathematical Society, 1997
KARLIN, S.; TAYLOR, H.M., A First Course in Stochastic Processes, Academic Press, 1981
KARLIN, S.; TAYLOR, H.M., A Second Course in Stochastic Processes, Academic Press, 1981
KULKARNI, V.G., Modelling and Analysis of Stochastic Systems, Chapman and Hall, 1986
MIKOSCH, T., Elementary Stochastic Calculus, with Finance in View, World Scientific Publishing, 1998
MÖRTERS, P.; PERES, Y., Brownian Motion, Wiley, 2010
ROSS, S.M., Stochastic Processes (2nd Edition), Wiley, 1996
STEELE, J.M., Stochastic Calculus and Financial Applications, Springer, 2001
WILLIAMS, D., Probability with Martingales, Cambridge University Press, 1991
Bibliografía Complementaria
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