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by Peter Friz, Nicolas Victoir, Peter K. Friz
An introduction to rough path theory and its applications to stochastic analysis, written for graduate students and researchers.
Control and Dynamic Systems
Cornelius T. Leondes
The fractal geometry of nature
Benoît B. Mandelbrot
Probability and stochastic processes
Roy D. Yates
Fundamentals of probability
Saeed Ghahramani
Financial Econometrics
Peijie Wang
Pathwise Estimation and Inference for Diffusion Market Models
Nikolai Dokuchaev
Introduction to probability models
Sheldon M. Ross
Discrete stochastic processes and optimal filtering
Jean-Claude Bertein
The theory of stochastic processes
David R. Cox
Global navigation satellite systems, inertial navigation, and integration
Mohinder S. Grewal