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2012년 2월 7일 화요일

확률론, 확률과정 교재



  • [학부 확률과정] Rick Durrett. Essentials of Stochastic Processes. Springer. 2010. [google books]
  • George F. Lawler. Introduction to Stochastic Processes (2nd ed.). Chapman & Hall/CRC. 2006. [google books] 
  • Geoffrey Grimmett and David Stirzaker. Probability and Random Process (3rd ed.). Oxford Unisersity Press. 2001. [google books]
  • Olav Kallenberg. Foundations of Modern Probability. Springer. 2002. [google books]
  • Sidney I. Resnick. Adventures in Stochastic Processes. Birkhauser. 1992. [google books]
  • Zdislaw Brzezniak and Tomasz Zastawniak. Basic Stochastic Processes. Springer. 2000. [google books]

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