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% Encoding: UTF-8
@Book{jech2003,
Title = {Set Theory -- The Third Millennium Edition, revised and expanded},
Author = {Thomas Jech},
Publisher = {Springer-Verlag Berlin Heidelberg},
Year = {2003},
}
@Book{Oksendal2003,
Title = {Stochastic differential equations},
Author = {{\O}ksendal, Bernt},
Publisher = {Springer-Verlag},
Year = {2003},
Address = {Berlin},
Edition = {Sixth},
Note = {An introduction with applications},
Series = {Universitext},
File = {/home/tapir/Math/Books/stochastic/Oksendal.Stochastic differential equations An introduction with applications.6th edition.2003..djvu:Djvu},
ISBN = {3-540-04758-1},
Mrclass = {60H10 (60G44 60J60)},
Mrnumber = {MR2001996 (2004e:60102)},
Owner = {tapir},
Pages = {xxiv+360},
Timestamp = {2008.02.19}
}
@Book{Oksendal2005,
Title = {Applied stochastic control of jump diffusions},
Author = {{\O}ksendal, Bernt and Sulem, Agn{\`e}s},
Publisher = {Springer-Verlag},
Year = {2005},
Address = {Berlin},
Series = {Universitext},
File = {/home/tapir/Math/Books/stochastic/Oksendal+Sulem.Applied Stochastic Control of Jump Diffusions.1st edition.2005.pdf:PDF},
ISBN = {3-540-14023-9},
Mrclass = {93-02 (60G40 91B28 93E03)},
Mrnumber = {MR2109687 (2005i:93003)},
Mrreviewer = {Jean Picard},
Owner = {tapir},
Pages = {x+208},
Timestamp = {2008.02.19}
}
@Book{aczel01,
Title = {{Functional Equations in Several Variables}},
Author = {Acz{\'e}l, J. and Dhombres, Jean G.},
Publisher = {Cambridge University Press},
Year = {1989},
Owner = {sdrapeau},
Timestamp = {2009.06.07}
}
@Book{aliprantis01,
Title = {{Infinite Dimensional Analysis: a Hitchhiker's Guide}},
Author = {Aliprantis, C.D. and Border, K.C.},
Publisher = {Springer Verlag},
Year = {2006}
}
@Book{Athreya2006,
Title = {Measure theory and probability theory},
Author = {Athreya, Krishna B. and Lahiri, Soumendra N.},
Publisher = {Springer},
Year = {2006},
Address = {New York},
Series = {Springer Texts in Statistics},
File = {/home/tapir/Math/Books/Probability/Athreya+Lahiri.Measure Theory and Probability Theory.2006.pdf:PDF},
ISBN = {978-0387-32903-1; 0-387-32903-X},
Mrclass = {60-01 (28Axx 60E05 60F05 60G05 60J05 60K05)},
Mrnumber = {MR2247694 (2007f:60001)},
Mrreviewer = {Rimas Norvai{\v{s}}a},
Owner = {tapir},
Pages = {xviii+618},
Timestamp = {2008.02.19}
}
@Book{aubin01,
Title = {{Optima and Equilibra. An Introduction to Nonlinear Analysis}},
Author = {Aubin, Jean- Pierre},
Publisher = {Springer},
Year = {1998},
Address = {Berlin, New York},
Edition = {2},
Owner = {tapir},
Timestamp = {2006.03.31}
}
@Book{Back2004,
Title = {Stochastic methods in finance},
Author = {Back, K. and Bielecki, T. R. and Hipp, C. and Peng, S. and Schachermayer, W.},
Publisher = {Springer-Verlag},
Year = {2004},
Address = {Berlin},
Note = {Lectures from the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, June 6--12, 2003, Edited by M. Frittelli and W. Runggaldier, Fondazione C.I.M.E.. [C.I.M.E. Foundation]},
Series = {Lecture Notes in Mathematics},
Volume = {1856},
File = {/home/tapir/Math/Books/finance+economics/Back+Bielecki+Hipp+Peng+Schachermayer.Stochastic Methods In Finance.2004.pdf:PDF},
ISBN = {3-540-22953-1},
Mrclass = {91-06 (60-06 91-01 91B28 91B30)},
Mrnumber = {MR2115818 (2005h:91003)},
Owner = {tapir},
Pages = {xiv+306},
Timestamp = {2008.02.19}
}
@Book{Bailey1964,
Title = {The elements of stochastic processes with applications to the natural sciences},
Author = {Bailey, Norman T. J.},
Publisher = {John Wiley \& Sons Inc.},
Year = {1964},
Address = {New York},
File = {/home/tapir/Math/Books/stochastic/Bailey.The elements of stoc Proc.1964.djvu:Djvu},
Mrclass = {60.00 (60.90)},
Mrnumber = {MR0165572 (29 \#2852)},
Mrreviewer = {D. G. Kendall},
Owner = {tapir},
Pages = {xi+249},
Timestamp = {2008.02.19}
}
@Book{BainCrisan,
Title = {{Fundamentals of Stochastic Filtering}},
Author = {Alain Bain and Dan Crisan},
Publisher = {Springer},
Year = {2009},
Owner = {christoph},
Timestamp = {2011.05.19}
}
@Book{baire01,
Title = {{Le\c{c}on sur les Fonctions Discontinues Profess\'ees au Coll{\`e}ge de France}},
Author = {Baire, Ren{\'e}},
Publisher = {Gauthier Villars},
Year = {1905},
Owner = {sdrapeau},
Timestamp = {2009.06.08}
}
@Book{barrieu01,
Title = {{Pricing, Hedging and Optimally Designing Derivatives via Minimization of Risk Measures}},
Author = {Barrieu, Pauline and El Karoui, Nicole},
Editor = {Rene Carmona},
Publisher = {Volume on Indifference Pricing (ed. Rene Carmona), Princeton University Press},
Year = {2009},
File = {Barrieu El Karoui.pdf:/home/tapir/Math/Artikel/Barrieu El Karoui.pdf:PDF},
Owner = {tapir},
Timestamp = {2007.05.15}
}
@Book{Bellman1973,
Title = {Methods of nonliner analysis. {V}ol. {II}},
Author = {Bellman, Richard},
Publisher = {Academic Press},
Year = {1973},
Address = {New York},
Note = {Mathematics in Science and Engineering, Vol. 61-II},
File = {/home/tapir/Math/Books/analysis/Bellman.Methods of nonlinear analysis (Vol. 2).djvu:Djvu},
Mrclass = {69.00 (65N99)},
Mrnumber = {MR0381408 (52 \#2305)},
Mrreviewer = {G. D. Byrne},
Owner = {tapir},
Pages = {xvii+261},
Timestamp = {2008.02.19}
}
@Book{Bellman1970,
Title = {Methods of nonlinear analysis. {V}ol. 1},
Author = {Bellman, Richard},
Publisher = {Academic Press},
Year = {1970},
Address = {New York},
Series = {Mathematics in Science and Engineering, Vol. 61-I},
File = {/home/tapir/Math/Books/analysis/Bellman.Methods of nonlinear analysis (Vol. 1).djvu:Djvu},
Mrclass = {34.00 (69.00)},
Mrnumber = {MR0254299 (40 \#7508)},
Mrreviewer = {G. D. Byrne},
Owner = {tapir},
Pages = {xx+340},
Timestamp = {2008.02.19}
}
@Book{Bellman1957,
Title = {Dynamic programming},
Author = {Bellman, Richard},
Publisher = {Princeton Univeristy Press, Princeton, N. J.},
Year = {1957},
File = {/home/tapir/Math/Books/analysis/Bellman.Dynamic Programming.1972.djvu:Djvu},
Mrclass = {90.0X},
Mrnumber = {MR0090477 (19,820d)},
Mrreviewer = {J. Kiefer},
Owner = {tapir},
Pages = {xxv+342},
Timestamp = {2008.02.19}
}
@Book{Benth2004,
Title = {Option theory with stochastic analysis},
Author = {Benth, Fred Espen},
Publisher = {Springer-Verlag},
Year = {2004},
Address = {Berlin},
Note = {An introduction to mathematical finance, Revised edition of the 2001 Norwegian original},
Series = {Universitext},
File = {/home/tapir/Math/Books/stochastic/Benth.Option Theory with Stochastic Analysis.2004.pdf:PDF},
ISBN = {3-540-40502-X},
Mrclass = {91-01 (60H05 60H10 60H30 91B28)},
Mrnumber = {MR2043196 (2004k:91001)},
Owner = {tapir},
Pages = {x+162},
Timestamp = {2008.02.19}
}
@Book{Bichteler2002,
Title = {Stochastic integration with jumps},
Author = {Bichteler, Klaus},
Publisher = {Cambridge University Press},
Year = {2002},
Address = {Cambridge},
Series = {Encyclopedia of Mathematics and its Applications},
Volume = {89},
Comment = {There is a file zip attached with exercises and solutions},
File = {/home/tapir/Math/Books/stochastic/Bichteler.Stochastic Integration with Jumps.2002.pdf:PDF},
ISBN = {0-521-81129-5},
Mrclass = {60-02 (60G44 60H05 60H10)},
Mrnumber = {MR1906715 (2003d:60002)},
Mrreviewer = {Dominique L{\'e}pingle},
Owner = {tapir},
Pages = {xiv+501},
Timestamp = {2008.02.19}
}
@Book{Bichteler1987,
Title = {Malliavin calculus for processes with jumps},
Author = {Bichteler, Klaus and Gravereaux, Jean-Bernard and Jacod, Jean},
Publisher = {Gordon and Breach Science Publishers},
Year = {1987},
Address = {New York},
Series = {Stochastics Monographs},
Volume = {2},
File = {/home/tapir/Math/Books/stochastic/Bichteler+Gravereux+jacod.Malliavin calculus for processes with jumps.1987.pdf:PDF},
ISBN = {2-88124-185-9},
Mrclass = {60H07},
Mrnumber = {MR1008471 (90h:60056)},
Mrreviewer = {R{\'e}mi L{\'e}andre},
Owner = {tapir},
Pages = {x+161},
Timestamp = {2008.02.19}
}
@Book{Billingsley1999,
Title = {Convergence of probability measures},
Author = {Billingsley, Patrick},
Publisher = {John Wiley \& Sons Inc.},
Year = {1999},
Address = {New York},
File = {/home/tapir/Math/Books/Probability/Billingsley.1968.Convergence of probability measures.djvu:Djvu},
Mrclass = {60.30},
Mrnumber = {MR0233396 (38 \#1718)},
Mrreviewer = {M. M. Siddiqui},
Owner = {tapir},
Timestamp = {2008.02.19}
}
@Book{Billingsley1986,
Title = {Probability and measure},
Author = {Billingsley, Patrick},
Publisher = {John Wiley \& Sons Inc.},
Year = {1986},
Address = {New York},
Edition = {Second},
Series = {Wiley Series in Probability and Mathematical Statistics: Probability and Mathematical Statistics},
File = {/home/tapir/Math/Books/Probability/Billingsley.Probability and Measure.1986.pdf:PDF},
ISBN = {0-471-80478-9},
Mrclass = {60-01 (28-01)},
Mrnumber = {MR830424 (87f:60001)},
Owner = {tapir},
Pages = {xiv+622},
Timestamp = {2008.02.19}
}
@Book{Birman1987,
Title = {Spectral theory of selfadjoint operators in {H}ilbert space},
Author = {Birman, M. Sh. and Solomjak, M. Z.},
Publisher = {D. Reidel Publishing Co.},
Year = {1987},
Address = {Dordrecht},
Note = {Translated from the 1980 Russian original by S. Khrushch\"ev and V. Peller},
Series = {Mathematics and its Applications (Soviet Series)},
File = {/home/tapir/Math/Books/analysis/Birman+Solomyak.Spectral theory of self adjoint operators in Hilbert spaces.1987.djvu:Djvu},
ISBN = {90-277-2179-3},
Mrclass = {47-01 (47A10 47B25)},
Mrnumber = {MR1192782 (93g:47001)},
Owner = {tapir},
Pages = {xv+301},
Timestamp = {2008.02.19}
}
@Book{Borwein1995,
Title = {Polynomials and polynomial inequalities},
Author = {Borwein, Peter and Erd{\'e}lyi, Tam{\'a}s},
Publisher = {Springer-Verlag},
Year = {1995},
Address = {New York},
Series = {Graduate Texts in Mathematics},
Volume = {161},
File = {/home/tapir/Math/Books/analysis/Borwein+Erdelyi.Polynomials_and_Polynomial_Inequalities.pdf:PDF},
ISBN = {0-387-94509-1},
Mrclass = {41-02 (00A07 12-02 26-02 30-02 30C15 41A17)},
Mrnumber = {MR1367960 (97e:41001)},
Mrreviewer = {D. S. Lubinsky},
Owner = {tapir},
Pages = {x+480},
Timestamp = {2008.02.19}
}
@Book{bruckner01,
Title = {{Differentiation of Real Functions}},
Author = {Bruckner, Andrew},
Publisher = {Oxford University Press},
Year = {1994},
Owner = {sdrapeau},
Timestamp = {2009.06.08}
}
@Book{Capi'nski2003,
Title = {Mathematics for finance},
Author = {Capi{\'n}ski, Marek and Zastawniak, Tomasz},
Publisher = {Springer-Verlag London Ltd.},
Year = {2003},
Address = {London},
Note = {An introduction to financial engineering},
Series = {Springer Undergraduate Mathematics Series},
File = {/home/tapir/Math/Books/finance+economics/Capinski+Zastawniak.Mathematics for Finance - An Introduction to Financial Engineering.2004.pdf:PDF},
ISBN = {1-85233-330-8},
Mrclass = {91-01 (91B28)},
Mrnumber = {MR1990719 (2004f:91001)},
Owner = {tapir},
Pages = {x+310},
Timestamp = {2008.02.19}
}
@Book{Cerrai2001,
Title = {Second order {PDE}'s in finite and infinite dimension},
Author = {Cerrai, Sandra},
Publisher = {Springer-Verlag},
Year = {2001},
Address = {Berlin},
Note = {A probabilistic approach},
Series = {Lecture Notes in Mathematics},
Volume = {1762},
File = {/home/tapir/Math/Books/PDE and related/Cerrai.Second order PDEs in finite and infinite dimensions.2001.djvu:Djvu},
ISBN = {3-540-42136-X},
Mrclass = {35R60 (35K57 47H20 47N20 60H10 60H15 60J35)},
Mrnumber = {MR1840644 (2002j:35327)},
Mrreviewer = {Krystyna Twardowska},
Owner = {tapir},
Pages = {x+330},
Timestamp = {2008.02.19}
}
@Book{Chen2002,
Title = {Stochastic approximation and its applications},
Author = {Chen, Han-Fu},
Publisher = {Kluwer Academic Publishers},
Year = {2002},
Address = {Dordrecht},
Series = {Nonconvex Optimization and its Applications},
Volume = {64},
File = {/home/tapir/Math/Books/stochastic/Chen.Stochastic Approximation and Its Applications.2002.pdf:PDF},
ISBN = {1-4020-0806-6},
Mrclass = {62-02 (62L20 90C15 93B40)},
Mrnumber = {MR1942427 (2004f:62005)},
Mrreviewer = {G. Pflug},
Owner = {tapir},
Pages = {xvi+357},
Timestamp = {2008.02.19}
}
@Book{Cont2004,
Title = {{Financial Modelling with Jump Processes}},
Author = {Cont, Rama and Tankov, Peter},
Publisher = {Chapman \& Hall/CRC, Boca Raton, FL},
Year = {2004},
Series = {Chapman \& Hall/CRC Financial Mathematics Series},
File = {/home/tapir/Math/Books/finance+economics/Cont+Tankov.Finance modelling with jump processes.2004.djvu:Djvu},
ISBN = {1-5848-8413-4},
Mrclass = {91-02 (60J75 91B28 91B84)},
Mrnumber = {MR2042661 (2004m:91004)},
Owner = {tapir},
Pages = {xvi+535},
Timestamp = {2008.02.19}
}
@Book{Conway1985,
Title = {{A Course in Functional Analysis}},
Author = {Conway, John B.},
Publisher = {Springer-Verlag},
Year = {1985},
Address = {New York},
Series = {Graduate Texts in Mathematics},
Volume = {96},
File = {/home/tapir/Math/Books/analysis/Conway.A Course in Functional Analysis.1985.djvu:Djvu},
ISBN = {0-387-96042-2},
Mrclass = {46-01 (47-01)},
Mrnumber = {MR768926 (86h:46001)},
Mrreviewer = {Greg Robel},
Owner = {tapir},
Pages = {xiv+404},
Timestamp = {2008.02.19}
}
@Book{DanaJeanblanc01,
Title = {{Financial Markets in Continuous Time}},
Author = {Rose-Anne Dana and Monique Jeanblanc},
Publisher = {Springer-Verlag},
Year = {2002},
Address = {Berlin},
Owner = {christoph},
Timestamp = {2011.10.10}
}
@Book{Debreu1959,
Title = {{Theory of Value: an Axiomatic Analysis of Economic Equilibrium}},
Author = {Debreu, Gerard},
Publisher = {John Wiley \& Sons Inc.},
Year = {1959},
Address = {New York},
Series = {Cowles Foundation for Research in Economics at Yale University, Monograph 17},
File = {/home/tapir/Math/Books/finance+economics/Debreu.Theory of value.pdf:PDF},
Mrclass = {90.00},
Mrnumber = {MR0110571 (22 \#1447)},
Mrreviewer = {T. Haavelmo},
Owner = {tapir},
Pages = {xii+114},
Timestamp = {2008.02.19}
}
@Book{Delbaen00,
Title = {{Coherent Utility Functions}},
Author = {Delbaen, Freddy},
Publisher = {Pretoria Lecture Notes},
Year = {2003},
Owner = {kupper},
Timestamp = {2009.08.02}
}
@Book{Delbaen2006,
Title = {{The Mathematics of Arbitrage}},
Author = {Delbaen, Freddy and Schachermayer, Walter},
Publisher = {Springer-Verlag},
Year = {2006},
Address = {Berlin},
File = {/home/tapir/Math/Books/finance+economics/Delbaen+Sachermayer.The Mathematics of Arbitrage.2006.pdf:PDF:},
Mrclass = {91-02 (60H10 60H30 91B28)},
Mrnumber = {MR2200584 (2007a:91001)},
Mrreviewer = {Angelos Dassios},
Owner = {tapir},
Timestamp = {2008.02.19}
}
@Book{Dellacherie1982,
Title = {{Probabilities and Potential. B}},
Author = {Dellacherie, Claude and Meyer, Paul Andr{\'e}},
Publisher = {North-Holland Publishing Co.},
Year = {1982},
Address = {Amsterdam},
Series = {North-Holland Mathematics Studies},
Volume = {72},
File = {/home/tapir/Math/Books/Probability/Dellacherie+Meyer.1982.Probabilities and Potential B.pdf:PDF},
Mrclass = {60-02 (31-02 60Gxx 60H05)},
Mrnumber = {MR745449 (85e:60001)},
Owner = {tapir},
Pages = {xvii+463},
Timestamp = {2008.02.19}
}
@Book{Dellacherie1978,
Title = {{Probabilities and Potential. A}},
Author = {Dellacherie, Claude and Meyer, Paul-Andr{\'e}},
Publisher = {North-Holland Publishing Co.},
Year = {1978},
Address = {Amsterdam},
Series = {North-Holland Mathematics Studies},
Volume = {29},
File = {/home/tapir/Math/Books/Probability/Dellacherie+meyer.1978.Probabilities and Potential A.pdf:PDF},
ISBN = {0-7204-0701-X},
Mrclass = {60-02 (28-02 31-02)},
Mrnumber = {MR521810 (80b:60004)},
Owner = {tapir},
Pages = {viii+189},
Timestamp = {2008.02.19}
}
@Book{doob,
Title = {Stochastic {P}rocesses},
Author = {Joseph L. Doob},
Publisher = {Wiley Classics Library},
Year = {1990},
__markedentry = {[christoph]},
Date-added = {2010-10-19 18:29:01 +0200},
Date-modified = {2010-10-19 18:29:46 +0200},
Owner = {christoph},
Timestamp = {2010.12.07}
}
@Book{Doob1953,
Title = {{Stochastic Processes}},
Author = {Doob, J. L.},
Publisher = {John Wiley \& Sons Inc.},
Year = {1953},
Address = {New York},
File = {/home/tapir/Math/Books/stochastic/Doob.1953.Stochastic_Processes.djvu:Djvu},
Mrclass = {60.0X},
Mrnumber = {MR0058896 (15,445b)},
Mrreviewer = {D. G. Kendall},
Owner = {tapir},
Pages = {viii+654},
Timestamp = {2008.02.19}
}
@Book{dudley01,
Title = {{Real Analysis and Probability}},
Author = {Dudley, R. M.},
Publisher = {Wadsworth \& Brooks / Cole, Belmont, CA.},
Year = {1989}
}
@Book{duffie1988,
Title = {{Security Markets: SStochastic Models}},
Author = {Duffie, Darrell},
Publisher = {Academic Press Inc.},
Year = {1988},
Address = {Boston, MA},
Note = {Stochastic models},
Series = {Economic Theory, Econometrics, and Mathematical Economics},
File = {/home/tapir/Math/Books/finance+economics/Duffie.Security markets stochastic models.pdf:PDF},
ISBN = {0-12-223345-X},
Mrclass = {90A09 (60J99 90A16)},
Mrnumber = {MR955269 (90c:90021)},
Mrreviewer = {Lars Tyge Nielsen},
Owner = {tapir},
Pages = {xx+358},
Timestamp = {2008.02.19}
}
@Book{dunford01,
Title = {{Linear Operators. Part I: General Theory}},
Author = {Dunford, Nelson and Schwartz, Jacob T.},
Publisher = {John Wiley \& Sons},
Year = {1988},
Edition = {Wiley Classics Library Edition},
Optnote = {SK 620 D915 -1}
}
@Book{Dupavcov'a2002,
Title = {{Stochastic modeling in economics and finance}},
Author = {Dupa{\v{c}}ov{\'a}, Jitka and Hurt, Jan and {\v{S}}t{\v{e}}p{\'a}n, Josef},
Publisher = {Kluwer Academic Publishers},
Year = {2002},
Address = {Dordrecht},
Note = {With a preface by V. Dupa\v c},
Series = {Applied Optimization},
Volume = {75},
File = {/home/tapir/Math/Books/finance+economics/Dupacova+Hurt+Stepan.Stochastic Modeling in Economics and Finance.2002.pdf:PDF;/home/tapir/Math/Books/finance+economics/Dupacova+Hurt+Stochastic Modeling in Economics and Finance.pdf:PDF},
ISBN = {1-4020-0840-6},
Mrclass = {91-02 (91B28 91B70)},
Mrnumber = {MR2008457 (2004f:91002)},
Mrreviewer = {George Stoica},
Owner = {tapir},
Pages = {xiv+386},
Timestamp = {2008.02.19}
}
@Book{ekeland01,
Title = {{Analyse Convexe et Probl\`emes Variationnels}},
Author = {Ekeland, Ivar and Temam, Roger},
Publisher = {Dunod Gauthier-Villars},
Year = {1974},
Address = {Paris, Bruxelles, Montr\'eal},
Owner = {tapir},
Timestamp = {2006.04.01}
}
@Book{Evans1998,
Title = {{Partial Differential Equations}},
Author = {Evans, Lawrence C.},
Publisher = {American Mathematical Society},
Year = {1998},
Address = {Providence, RI},
Series = {Graduate Studies in Mathematics},
Volume = {19},
File = {/home/tapir/Math/Books/PDE and related/evans.1998.partial_differential_equations.djvu:Djvu},
ISBN = {0-8218-0772-2},
Mrclass = {35-01},
Mrnumber = {MR1625845 (99e:35001)},
Mrreviewer = {Luigi Rodino},
Owner = {tapir},
Pages = {xviii+662},
Timestamp = {2008.02.19}
}
@Book{foellmer01,
Title = {{Stochastic Finance. An Introduction in Discrete Time}},
Author = {F\"{o}llmer, Hans and Schied,Alexander},
Publisher = {Walter de Gruyter},
Year = {2011},
Address = {Berlin, New York},
Edition = {3rd},
Series = {de Gruyter Studies in Mathematics},
Optnote = {SK-980 F 654 +7},
Owner = {christoph}
}
@Book{Feller1971,
Title = {{An Introduction to Probability Theory and its Applications.}},
Author = {Feller, William},
Publisher = {John Wiley \& Sons Inc.},
Year = {1971},
Address = {New York},
Series = {Second edition},
Volume = {II},
File = {/home/tapir/Math/Books/Probability/Feller.An Introduction to Probability Theory Vol 2.1971.djvu:Djvu},
Mrclass = {60.00},
Mrnumber = {MR0270403 (42 \#5292)},
Owner = {tapir},
Pages = {xxiv+669},
Timestamp = {2008.02.19}
}
@Book{Feller1968,
Title = {{An Introduction to Probability Theory and its Applications.}},
Author = {Feller, William},
Publisher = {John Wiley \& Sons Inc.},
Year = {1968},
Address = {New York},
Series = {Third edition},
Volume = {I},
File = {/home/tapir/Math/Books/Probability/Feller.An Introduction to Probability Theory Vol 1.1968.djvu:Djvu},
Mrclass = {60.00},
Mrnumber = {MR0228020 (37 \#3604)},
Mrreviewer = {J. G. Wendel},
Owner = {tapir},
Pages = {xviii+509},
Timestamp = {2008.02.19}
}
@Book{Feynman1965,
Title = {The {F}eynman lectures on physics. {V}ol. 3: {Q}uantum mechanics},
Author = {Feynman, Richard P. and Leighton, Robert B. and Sands, Matthew},
Publisher = {Addison-Wesley Publishing Co., Inc., Reading, Mass.-London},
Year = {1965},
Mrclass = {69.00 (81.00)},
Mrnumber = {MR0213079 (35 \#3944)},
Mrreviewer = {T. J. M. Boyd},
Owner = {tapir},
Pages = {x+365 pp. (not consecutively paged)},
Timestamp = {2008.02.19}
}
@Book{Feynman1964,
Title = {The {F}eynman lectures on physics. {V}ol. 2: {M}ainly electromagnetism and matter},
Author = {Feynman, Richard P. and Leighton, Robert B. and Sands, Matthew},
Publisher = {Addison-Wesley Publishing Co., Inc., Reading, Mass.-London},
Year = {1964},
Mrclass = {69.00 (78.00)},
Mrnumber = {MR0213078 (35 \#3943)},
Mrreviewer = {T. J. M. Boyd},
Owner = {tapir},
Pages = {xii+569 pp. (not consecutively paged)},
Timestamp = {2008.02.19}
}
@Book{Feynman1963,
Title = {The {F}eynman lectures on physics. {V}ol. 1: {M}ainly mechanics, radiation, and heat},
Author = {Feynman, Richard P. and Leighton, Robert B. and Sands, Matthew},
Publisher = {Addison-Wesley Publishing Co., Inc., Reading, Mass.-London},
Year = {1963},
Mrclass = {69.00 (70.00)},
Mrnumber = {MR0213077 (35 \#3942)},
Mrreviewer = {T. J. M. Boyd},
Owner = {tapir},
Pages = {xii+513 pp. (not consecutively paged)},
Timestamp = {2008.02.19}
}
@Book{Fili,
Title = {Term {S}tructure {M}odels - {A} {G}raduate {C}ourse},
Author = {Damir Filipovic},
Publisher = {Springer-Verlag},
Year = {2009},
Address = {Berlin},
__markedentry = {[christoph]},
Date-added = {2010-10-12 15:32:33 +0200},
Date-modified = {2010-10-12 15:44:35 +0200},
Owner = {christoph},
Timestamp = {2010.12.07}
}
@Book{fishburn01,
Title = {{Nonlinear Preference and Utility Theory}},
Author = {{P.C}. Fishburn},
Publisher = {Johns Hopkins University Press, Baltimore},
Year = {1988}
}
@Book{fishburn02,
Title = {{The Foundations of Expected Utility}},
Author = {Fishburn, Peter C.},
Publisher = {D. Reidel Publishing},
Year = {1982},
Address = {Dordrecht}
}
@Book{Friedman1976,
Title = {Stochastic differential equations and applications. {V}ol. 2},
Author = {Friedman, Avner},
Publisher = {Academic Press [Harcourt Brace Jovanovich Publishers]},
Year = {1976},
Address = {New York},
Note = {Probability and Mathematical Statistics, Vol. 28},
File = {/home/tapir/Math/Books/stochastic/Friedman.Stochastic Differential Equations And Applications Vol 2.pdf:PDF},
Mrclass = {60H10 (60J60 93E05)},
Mrnumber = {MR0494491 (58 \#13350b)},
Mrreviewer = {D. Kannan},
Owner = {tapir},
Pages = {xiii+pp. 229--528},
Timestamp = {2008.02.19}
}
@Book{Friedman1975,
Title = {Stochastic differential equations and applications. {V}ol. 1},
Author = {Friedman, Avner},
Publisher = {Academic Press [Harcourt Brace Jovanovich Publishers]},
Year = {1975},
Address = {New York},
Note = {Probability and Mathematical Statistics, Vol. 28},
File = {/home/tapir/Math/Books/stochastic/Friedman.Stochastic Differential Equations And Applications Vol 1.pdf:PDF},
Mrclass = {60H10 (60J60)},
Mrnumber = {MR0494490 (58 \#13350a)},
Mrreviewer = {D. Kannan},
Owner = {tapir},
Pages = {xiii+231},
Timestamp = {2008.02.19}
}
@Book{galassi01,
Title = {{Gnu Scientific Library: Reference Manual}},
Author = {Galassi, Mark and Davies, Jim and Theiler, James and Gough, Brian and Jungman, Gerard and Booth, Michael and Rossi, Fabrice },
Publisher = {Network Theory Ltd.},
Year = {2003},
Month = {February},
Abstract = {The GNU Scientific Library (GSL) is a numerical library for C and C++ programmers. It provides over 1,000 routines for solving mathematical problems in science and engineering. Written by the developers of GSL this reference manual is the definitive guide to the library. <P>The GNU Scientific Library is free software, distributed under the GNU General Public License (GPL). It is available for GNU (GNU/Linux), Unix and Microsoft Windows systems. <P>This is the revised and updated second edition of the manual, and corresponds to version 1.6 of the library.},
Citeulike-article-id = {672166},
HowPublished = {Paperback},
ISBN = {0954161734},
Keywords = {algorithms informatics software statistics},
Priority = {1}
}
@Book{Glasserman2004,
Title = {Monte {C}arlo methods in financial engineering},
Author = {Glasserman, Paul},
Publisher = {Springer-Verlag},
Year = {2004},
Address = {New York},
Note = {, Stochastic Modelling and Applied Probability},
Series = {Applications of Mathematics (New York)},
Volume = {53},
File = {/home/Tapir/Math/Books/computing+programming\\Glasserman.monte_carlo_methods_in_financial_engineeringpaul.pdf:PDF},
ISBN = {0-387-00451-3},
Mrclass = {65C05 (91-02 91B28)},
Mrnumber = {MR1999614 (2004g:65005)},
Mrreviewer = {Benjamin Jourdain},
Owner = {tapir},
Pages = {xiv+596},
Timestamp = {2008.02.19}
}
@Book{polya01,
Title = {{Inequalities}},
Author = {Hardy, G.H. and Littlewood, J.E. and P\'{o}lya, G.},
Publisher = {Cambridge at the University Press},
Year = {1934},
Owner = {sdrapeau},
Timestamp = {2010.03.31}
}
@Book{ikeda01,
Title = {{Stochastic Differential Equations and Diffusion Processes}},
Author = {Ikeda, Nobuyuki and Watanabe, Shinzo},
Publisher = {North-Holland Publ. Co.},
Year = {1981},
Address = {Amsterdam},
Owner = {tapir}
}
@Book{Jacod2003,
Title = {{Limit Theorems for Stochastic Processes}},
Author = {Jacod, Jean and Shiryaev, Albert N.},
Publisher = {Springer-Verlag},
Year = {2003},
Address = {Berlin},
Edition = {Second},
Series = {Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences]},
Volume = {288},
File = {/home/tapir/Math/Books/stochastic/Jacod+Shiryaev.2003.Limit Theorems for Stochastic Processes.djvu:Djvu},
ISBN = {3-540-43932-3},
Mrclass = {60-02 (60F17 60G48 60H05)},
Mrnumber = {MR1943877 (2003j:60001)},
Mrreviewer = {Dominique L{\'e}pingle},
Owner = {tapir},
Pages = {xx+661},
Timestamp = {2008.02.19}
}
@Book{kahneman01,
Title = {{Choices, Values, and Frames}},
Author = {Kahneman, Daniel},
Publisher = {Cambridge University Press},
Year = {2000},
Month = {September}
}
@Book{olav01,
Title = {{Foundations of Modern Probability}},
Author = {Kallenberg, Olav},
Editor = {J. Gani, C.C. Heyde, T.G. Kurtz},
Publisher = {Springer Verlag},
Year = {1997},
Address = {New York, Berlin}
}
@Book{kallenberg2005,
title = {{Probabilistic Symmetries and Invariance Principles}},
publisher = {Springer},
year = {2005},
author = {Kallenberg, Olav},
series = {Probability and its Applications (New York)},
address = {New York},
isbn = {978-0387-25115-8; 0-387-25115-4},
file = {/home/tapir/Math/Books/Probability/Kallenberg.2005.Probabilistic Symmetries and Invariance Principles.pdf:PDF},
mrclass = {60-02 (60F17 60G09 60G42 60G44)},
mrnumber = {MR2161313 (2006i:60002)},
mrreviewer = {Wilfried Hazod},
owner = {tapir},
pages = {xii+510},
timestamp = {2008.02.19},
}
@Book{kallenberg2002,
title = {{Foundations of Modern Probability}},
publisher = {Springer-Verlag},
year = {2002},
author = {Kallenberg, Olav},
series = {Probability and its Applications (New York)},
address = {New York},
edition = {2nd},
}
@Book{Kannan1979,
Title = {{An Introduction to Stochastic Processes}},
Author = {Kannan, D.},
Publisher = {North-Holland},
Year = {1979},
Address = {New York},
Note = {North Holland Series in Probability and Applied Mathematics},
File = {/home/tapir/Math/Books/stochastic/Kannan.An introduction to stochastic processes.1979.djvu:Djvu},
ISBN = {0-444-00301-0},
Mrclass = {60-01},
Mrnumber = {MR539142 (81k:60003)},
Mrreviewer = {{\u{I}}. M. Stoyanov},
Owner = {tapir},
Pages = {xii+296},
Timestamp = {2008.02.19}
}
@Book{karshrev,
Title = {Brownian {M}otion and {S}tochastic {C}alculus},
Author = {Ioannis Karatzas and Steven Shreve},
Publisher = {Springer},
Year = {1991},
__markedentry = {[christoph]},
Date-added = {2010-10-26 10:34:03 +0200},
Date-modified = {2010-10-26 10:36:13 +0200},
Owner = {christoph},
Timestamp = {2010.12.07}
}