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LITERATURA
1. I. Karatzas, S.E. Shreve, Brownian Motion and Stochastic Calculus.
2. K. Sobczyk, Stochastic Differential Equations with Applications to Physics and
Engineering.
3. A. Gut, Stopped Random Walks. Limit Theorems and Applications, 1988, Springer,
New York
4. A.N. Shiryaev, Essentials of Stochastic Finance. Facts,Models, Theory, 1999,World
Scientific Publishing Co., Singapore
5. G. Samorodnitsky, M. Taqqu, Stable Non-Gaussian Random Processes, Chapman and
Hall, New York 1994.
6. P.E. Kloeden, E. Platen,Numerical Solution of Stochastic Differential Equations, 1992,
Springer, Berlin
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