Referências

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[1] Ross, Sheldon M. Applied probability models with optimization applications. Courier Dover Publications, 1970. 

[2] Bhat, U. Narayan, and Gregory K. Miller. Elements of applied stochastic processes. J. Wiley, 1972.

[3] Shiryaev, Albert N. "Probability, volume 95 of Graduate texts in mathematics." (1996).

[4] Protter, Philip. Stochastic Integration and Differential Equations: Version 2.1. Vol. 21. Springer Verlag, 2004.

[5] Brémaud, Pierre. Point processes and queues: Martingale dynamics. Springer, 1981.

[6] Stout, William F. Almost sure convergence. Vol. 154. New York: Academic press, 1974.

[7] Fleming, Thomas R., and David P. Harrington. Counting processes and survival analysis. Vol. 169. Wiley, 2011.

[8] Chung, Kai Lai, et al. Markov chains with stationary transition. New York: Springer, 1960.

[9] Doob, Joseph L., and Joseph L. Doob. Stochastic processes. Vol. 7. No. 2. New York: Wiley, 1953.

[11] Engle, Robert F., and Jeffrey R. Russell. "Autoregressive conditional duration: a new model for irregularly spaced transaction data." Econometrica (1998): 1127-1162.

[12] Brezis, Haim. Functional analysis, Sobolev spaces and partial differential equations. Springer, 2010.

[13] Nelson, Edward, et al. Dynamical theories of Brownian motion. Vol. 10. Princeton: Princeton university press, 1967.

[14] Karatzas, Ioannis. Brownian motion and stochastic calculus. Ed. Steven Eugene Shreve. Vol. 113. Springer, 1991.

[15] He, Sheng-wu, Chia-kang Wang, and Jia-an Yan. Semimartingale theory and stochastic calculus. Science Press and CRC Press Inc, 1992.

[16] Inge S Helland. Central limit theorems for martingales with discrete or continuous time. Scandinavian Journal of Statistics, pages 79–94, 1982.

[17] DL McLeish. Dependent central limit theorems and invariance principles. the Annals of Probability, pages 620–628, 1974.

[18] Ferrari, P. A., and A. Galves. "Acoplamento e Processos Estocasticos. 21 Coloquio Brasileiro de Matematica IMPA." 1997.

[19] Applebaum, David. Lévy processes and stochastic calculus. Cambridge university press, 2009.

[20] Rudin, Walter. Principles of mathematical analysis. Vol. 3. New York: McGraw-Hill, 1964.

[21] Itô, Kiyosi. "Stochastic integral." Proceedings of the Imperial Academy 20.8 (1944): 519-524.

[22] Halmos, P. R. Measure Theory, (1950), Springer Verlag. 

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