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Statistics of random processes/ Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson. by
  • Lipster, R. Sh. (Robert Shevilevich)
  • Shiriaev, Albert Nikolaevich
Series: Applications of mathematics
Edition: 2nd, rev. and expanded ed.
Language: English Original language: Russian
Publication details: Berlin; New York: Springer, c2001
Availability: Items available for loan: Castorina (2)Call number: 519.23 L767s 2001 IMPA, ...

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2.
Probability theory, III: Stochastic calculus/ Yu. V. Prokhorov ; A. N. Shiryaev. by
  • Prokhorov, Yu. V. (Yurii Vasilevich)
  • Shiriaev, Albert Nikolaevich
Series: Encyclopaedia of mathematical sciences ; v. 45.
Language: English Original language: Russian
Publication details: Berlin: Springer-Verlag, 1998
Other title:
  • Stochastic calculus.
Availability: Items available for reference: Castorina: Not For Loan (1).

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3.
Essentials of stochastic finance: facts, models, theory/ Albert N. Shiryaev ; translated from the Russian by N. Kruzhilin. by
  • Shiriaev, Albert Nikolaevich
Series: Advanced series on statistical science & applied probability ; vol. 3
Language: English Original language: Russian
Publication details: Singapore: River Edge, NJ: World Scientific, 1999. (2000 printing)
Availability: Items available for loan: Castorina (1)Call number: 332.6 S558e 2000 IMPA.

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