Discrete Stochastic Processes: Tools for Machine Learning and Data ScienceNicolas Privault2024PDF12 MBEN
Understanding Markov Chains: Examples and Applications (Springer Undergraduate Mathematics Series)Nicolas Privault2018PDF2.8 MBEN
Stochastic Finance: An Introduction with Market Examples (Chapman and Hall/CRC Financial Mathematics Series)Nicolas Privault2014PDF15 MBEN
Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales (Lecture Notes in Mathematics (1982))Nicolas Privault2009PDF46 MBEN