1 - Analysis and geometry of Markov diffusion operators
Bakry, Dominique (1954-....)   /   Gentil, Ivan (1972-....)   /   Ledoux, Michel (1958-....)

Cote : [47.8 BAK 14]

2 - Brownian motion and stochastic calculus
Karatzas, Ioannis (1952-....)   /   Shreve, Steven Eugene

Cote : [70.5 KAR 88]

3 - Markov processes : characterization and convergence
Ethier, Stewart N. (1948-....)   /   Kurtz, Thomas G. (1941-....)

Cote : [70.5 ETH 05]

4 - Lévy Processes
Bertoin, Jean (1961-....)

Cote : [70.5 BER 96]

5 - Markov models and optimization - 1st. edition
Davis, Mark H. A. (1945-....)

Cote : [70.5 DAV 93]

6 - Markov processes : characterization and convergence
Ethier, Stewart N. (1948-....)   /   Kurtz, Thomas G. (1941-....)

Cote : [70.5 ETH 86]

7 - Markov Processes from K. Itô's Perspective
Stroock, Daniel W. (1940-....)

Cote : [70.5 STR 03]

8 - Stochastic processes
Doob, Joseph Leo (1910-2004)

Cote : [70.5 DOO 53]

9 - The theory of branching processes
Harris, Theodore Edward (1919-2005)

Cote : [70.5 HAR 63]

10 - A first course in stochastic processes
Karlin, Samuel (1924-2007)

Cote : [70.5 KAR 66]