Guia docente 2014_15
Facultade de CC. Económicas e Empresariais
Máster Universitario en Técnicas Estatísticas
 Materias
  Procesos Estocásticos
   Bibliografía. Fontes de información
BATH, U. N. (1991) Elements of Applied Stochastic Processes (2nd Edition). John Wiley & Sons.,
BATTACHARYA, R.N. y WAYMIRE, E.C. (2009) Stochastic Processes with Applications (revised edition). S,
BILLINGSLEY, P. (1968). Convergence of Probability Measures. Wiley.,
DURRETT, R. (2012) Essentials of Stochastic Processes. Second edition. Springer.,
KARLIN, S. y TAYLOR, H.M. (1981) A First Course in Stochastic Processes. Academic Press.,
KARLIN, S. y TAYLOR, H.M. (1981) A Second Course in Stochastic Processes. Academic Press.,
KULKARNI, V.G. (1986) Modeling and Analysis of Stochastic Systems. Chapman & Hall.,
MIKOSCH, T. (1998) Elementary Stochastic Calculus, with Finance in View. World Scientific Publishing,
MÖRTERS, P. y PERES, Y. (2010). Brownian Motion. Wiley.,
ROSS, S.M. (1996) Stochastic Processes (2nd Edition). John Wiley & Sons.,
STEELE, J.M. (2001) Stochastic Calculus and Financial Applications. Springer-Verlag.,
WILLIAMS, D. (1991). Probability with Martingales. Cambridge University Press.,

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