The Stochastic Processes Method: Concepts, Worked Examples, and Exercises to Master Random Walks, Markov Chains, Poisson Processes, Martingales, Brownian Motion

Martingales, Markov chains, and Brownian motion

Brownian Motion: A Guide to Random Processes and Stochastic Calculus

Stochastic Processes: From Brownian Motion to Markets

Stochastic Processes for Finance: Brownian Motion, Martingales, Jump Diffusions, and Monte Carlo...