Stochastic process (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Stochastic process" in English language version.

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Murray Rosenblatt (1962). Random Processes. Oxford University Press.
Murray Rosenblatt (1962). Random Processes. Oxford University Press. p. 91.
Leonard Kleinrock (1976). Queueing Systems: Theory. Wiley. p. 61. ISBN 978-0-471-49110-1.
Murray Rosenblatt (1962). Random Processes. Oxford University Press. p. 94.
Charles Miller Grinstead; James Laurie Snell (1997). Introduction to Probability. American Mathematical Soc. pp. 464–466. ISBN 978-0-8218-0749-1.

archives-ouvertes.fr

halshs.archives-ouvertes.fr

Courtault, Jean-Michel; Kabanov, Yuri; Bru, Bernard; Crepel, Pierre; Lebon, Isabelle; Le Marchand, Arnaud (2000). "Louis Bachelier on the Centenary of Theorie de la Speculation" (PDF). Mathematical Finance. 10 (3): 339–353. doi:10.1111/1467-9965.00098. ISSN 0960-1627. S2CID 14422885. Archived (PDF) from the original on 2018-07-21.

arxiv.org

Glasserman, Paul; Kou, Steven (2006). "A Conversation with Chris Heyde". Statistical Science. 21 (2): 292, 293. arXiv:math/0609294. Bibcode:2006math......9294G. doi:10.1214/088342306000000088. ISSN 0883-4237. S2CID 62552177.
Getoor, Ronald (2009). "J. L. Doob: Foundations of stochastic processes and probabilistic potential theory". The Annals of Probability. 37 (5): 1655. arXiv:0909.4213. Bibcode:2009arXiv0909.4213G. doi:10.1214/09-AOP465. ISSN 0091-1798. S2CID 17288507.

athenasc.com

Bertsekas, Dimitri P. (1996). Stochastic Optimal Control: The Discrete-Time Case. Athena Scientific. ISBN 1-886529-03-5.

biodiversitylibrary.org

Thiele, Thorwald N. (1880). "Om Anvendelse af mindste Kvadraterbs Methode i nogle Tilfælde, hvoren Komplikation af visse Slags uensartede tilfældige Fejlkilder giver Fejleneen "systematisk" Karakter". Kongelige Danske Videnskabernes Selskabs Skrifter. Series 5 (12): 381–408.

books.google.com

Joseph L. Doob (1990). Stochastic processes. Wiley. pp. 46, 47.
L. C. G. Rogers; David Williams (2000). Diffusions, Markov Processes, and Martingales: Volume 1, Foundations. Cambridge University Press. p. 1. ISBN 978-1-107-71749-7.
J. Michael Steele (2012). Stochastic Calculus and Financial Applications. Springer Science & Business Media. p. 29. ISBN 978-1-4684-9305-4.
Emanuel Parzen (2015). Stochastic Processes. Courier Dover Publications. pp. 7, 8. ISBN 978-0-486-79688-8.
Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1969). Introduction to the Theory of Random Processes. Courier Corporation. p. 1. ISBN 978-0-486-69387-3.
Bressloff, Paul C. (2014). Stochastic Processes in Cell Biology. Springer. ISBN 978-3-319-08488-6.
Van Kampen, N. G. (2011). Stochastic Processes in Physics and Chemistry. Elsevier. ISBN 978-0-08-047536-3.
Lande, Russell; Engen, Steinar; Sæther, Bernt-Erik (2003). Stochastic Population Dynamics in Ecology and Conservation. Oxford University Press. ISBN 978-0-19-852525-7.
Laing, Carlo; Lord, Gabriel J. (2010). Stochastic Methods in Neuroscience. Oxford University Press. ISBN 978-0-19-923507-0.
Paul, Wolfgang; Baschnagel, Jörg (2013). Stochastic Processes: From Physics to Finance. Springer Science+Business Media. ISBN 978-3-319-00327-6.
Dougherty, Edward R. (1999). Random processes for image and signal processing. SPIE Optical Engineering Press. ISBN 978-0-8194-2513-3.
Thomas M. Cover; Joy A. Thomas (2012). Elements of Information Theory. John Wiley & Sons. p. 71. ISBN 978-1-118-58577-1.
Baron, Michael (2015). Probability and Statistics for Computer Scientists (2nd ed.). CRC Press. p. 131. ISBN 978-1-4987-6060-7.
Baccelli, François; Blaszczyszyn, Bartlomiej (2009). Stochastic Geometry and Wireless Networks. Now Publishers Inc. ISBN 978-1-60198-264-3.
Steele, J. Michael (2001). Stochastic Calculus and Financial Applications. Springer Science+Business Media. ISBN 978-0-387-95016-7.
Musiela, Marek; Rutkowski, Marek (2006). Martingale Methods in Financial Modelling. Springer Science+Business Media. ISBN 978-3-540-26653-2.
Shreve, Steven E. (2004). Stochastic Calculus for Finance II: Continuous-Time Models. Springer Science+Business Media. ISBN 978-0-387-40101-0.
Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1969). Introduction to the Theory of Random Processes. Courier Corporation. ISBN 978-0-486-69387-3.
Donald L. Snyder; Michael I. Miller (2012). Random Point Processes in Time and Space. Springer Science & Business Media. p. 32. ISBN 978-1-4612-3166-0.
Gusak, Dmytro; Kukush, Alexander; Kulik, Alexey; Mishura, Yuliya; Pilipenko, Andrey (2010). Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory. Springer Science & Business Media. p. 21. ISBN 978-0-387-87862-1.
Valeriy Skorokhod (2005). Basic Principles and Applications of Probability Theory. Springer Science & Business Media. p. 42. ISBN 978-3-540-26312-8.
Olav Kallenberg (2002). Foundations of Modern Probability. Springer Science & Business Media. pp. 24–25. ISBN 978-0-387-95313-7.
John Lamperti (1977). Stochastic processes: a survey of the mathematical theory. Springer-Verlag. pp. 1–2. ISBN 978-3-540-90275-1.
Loïc Chaumont; Marc Yor (2012). Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, Via Conditioning. Cambridge University Press. p. 175. ISBN 978-1-107-60655-5.
Robert J. Adler; Jonathan E. Taylor (2009). Random Fields and Geometry. Springer Science & Business Media. pp. 7–8. ISBN 978-0-387-48116-6.
Gregory F. Lawler; Vlada Limic (2010). Random Walk: A Modern Introduction. Cambridge University Press. ISBN 978-1-139-48876-1.
David Williams (1991). Probability with Martingales. Cambridge University Press. ISBN 978-0-521-40605-5.
L. C. G. Rogers; David Williams (2000). Diffusions, Markov Processes, and Martingales: Volume 1, Foundations. Cambridge University Press. ISBN 978-1-107-71749-7.
David Applebaum (2004). Lévy Processes and Stochastic Calculus. Cambridge University Press. ISBN 978-0-521-83263-2.
Mikhail Lifshits (2012). Lectures on Gaussian Processes. Springer Science & Business Media. ISBN 978-3-642-24939-6.
Robert J. Adler (2010). The Geometry of Random Fields. SIAM. ISBN 978-0-89871-693-1.
Samuel Karlin; Howard E. Taylor (2012). A First Course in Stochastic Processes. Academic Press. ISBN 978-0-08-057041-9.
Bruce Hajek (2015). Random Processes for Engineers. Cambridge University Press. ISBN 978-1-316-24124-0.
G. Latouche; V. Ramaswami (1999). Introduction to Matrix Analytic Methods in Stochastic Modeling. SIAM. ISBN 978-0-89871-425-8.
D.J. Daley; David Vere-Jones (2007). An Introduction to the Theory of Point Processes: Volume II: General Theory and Structure. Springer Science & Business Media. ISBN 978-0-387-21337-8.
Patrick Billingsley (2008). Probability and Measure. Wiley India Pvt. Limited. ISBN 978-81-265-1771-8.
Pierre Brémaud (2014). Fourier Analysis and Stochastic Processes. Springer. ISBN 978-3-319-09590-5.
Adam Bobrowski (2005). Functional Analysis for Probability and Stochastic Processes: An Introduction. Cambridge University Press. ISBN 978-0-521-83166-6.
Jochen Blath; Peter Imkeller; Sylvie Roelly (2011). Surveys in Stochastic Processes. European Mathematical Society. ISBN 978-3-03719-072-2.
Michel Talagrand (2014). Upper and Lower Bounds for Stochastic Processes: Modern Methods and Classical Problems. Springer Science & Business Media. pp. 4–. ISBN 978-3-642-54075-2.
Paul C. Bressloff (2014). Stochastic Processes in Cell Biology. Springer. pp. vii–ix. ISBN 978-3-319-08488-6.
Samuel Karlin; Howard E. Taylor (2012). A First Course in Stochastic Processes. Academic Press. p. 27. ISBN 978-0-08-057041-9.
L. C. G. Rogers; David Williams (2000). Diffusions, Markov Processes, and Martingales: Volume 1, Foundations. Cambridge University Press. pp. 121–124. ISBN 978-1-107-71749-7.
Ionut Florescu (2014). Probability and Stochastic Processes. John Wiley & Sons. pp. 294, 295. ISBN 978-1-118-59320-2.
Samuel Karlin; Howard E. Taylor (2012). A First Course in Stochastic Processes. Academic Press. p. 26. ISBN 978-0-08-057041-9.
Donald L. Snyder; Michael I. Miller (2012). Random Point Processes in Time and Space. Springer Science & Business Media. pp. 24, 25. ISBN 978-1-4612-3166-0.
Patrick Billingsley (2008). Probability and Measure. Wiley India Pvt. Limited. p. 482. ISBN 978-81-265-1771-8.
Alexander A. Borovkov (2013). Probability Theory. Springer Science & Business Media. p. 527. ISBN 978-1-4471-5201-9.
Pierre Brémaud (2014). Fourier Analysis and Stochastic Processes. Springer. p. 120. ISBN 978-3-319-09590-5.
Jeffrey S Rosenthal (2006). A First Look at Rigorous Probability Theory. World Scientific Publishing Co Inc. pp. 177–178. ISBN 978-981-310-165-4.
Peter E. Kloeden; Eckhard Platen (2013). Numerical Solution of Stochastic Differential Equations. Springer Science & Business Media. p. 63. ISBN 978-3-662-12616-5.
Davar Khoshnevisan (2006). Multiparameter Processes: An Introduction to Random Fields. Springer Science & Business Media. pp. 153–155. ISBN 978-0-387-21631-7.
O. B. Sheĭnin (2006). Theory of probability and statistics as exemplified in short dictums. NG Verlag. p. 5. ISBN 978-3-938417-40-9.
Oscar Sheynin; Heinrich Strecker (2011). Alexandr A. Chuprov: Life, Work, Correspondence. V&R unipress GmbH. p. 136. ISBN 978-3-89971-812-6.
Bert E. Fristedt; Lawrence F. Gray (2013). A Modern Approach to Probability Theory. Springer Science & Business Media. p. 580. ISBN 978-1-4899-2837-5.
L. C. G. Rogers; David Williams (2000). Diffusions, Markov Processes, and Martingales: Volume 1, Foundations. Cambridge University Press. pp. 121, 122. ISBN 978-1-107-71749-7.
Søren Asmussen (2003). Applied Probability and Queues. Springer Science & Business Media. p. 408. ISBN 978-0-387-00211-8.
David Stirzaker (2005). Stochastic Processes and Models. Oxford University Press. p. 45. ISBN 978-0-19-856814-8.
John A. Gubner (2006). Probability and Random Processes for Electrical and Computer Engineers. Cambridge University Press. p. 383. ISBN 978-1-139-45717-0.
Kiyosi Itō (2006). Essentials of Stochastic Processes. American Mathematical Soc. p. 13. ISBN 978-0-8218-3898-3.
M. Loève (1978). Probability Theory II. Springer Science & Business Media. p. 163. ISBN 978-0-387-90262-3.
Pierre Brémaud (2014). Fourier Analysis and Stochastic Processes. Springer. p. 133. ISBN 978-3-319-09590-5.
Richard F. Bass (2011). Stochastic Processes. Cambridge University Press. p. 1. ISBN 978-1-139-50147-7.
,John Lamperti (1977). Stochastic processes: a survey of the mathematical theory. Springer-Verlag. p. 3. ISBN 978-3-540-90275-1.
Fima C. Klebaner (2005). Introduction to Stochastic Calculus with Applications. Imperial College Press. p. 55. ISBN 978-1-86094-555-7.
Ionut Florescu (2014). Probability and Stochastic Processes. John Wiley & Sons. p. 293. ISBN 978-1-118-59320-2.
Florescu, Ionut (2014). Probability and Stochastic Processes. John Wiley & Sons. p. 301. ISBN 978-1-118-59320-2.
Bertsekas, Dimitri P.; Tsitsiklis, John N. (2002). Introduction to Probability. Athena Scientific. p. 273. ISBN 978-1-886529-40-3.
Ibe, Oliver C. (2013). Elements of Random Walk and Diffusion Processes. John Wiley & Sons. p. 11. ISBN 978-1-118-61793-9.
Achim Klenke (2013). Probability Theory: A Comprehensive Course. Springer. p. 347. ISBN 978-1-4471-5362-7.
Gregory F. Lawler; Vlada Limic (2010). Random Walk: A Modern Introduction. Cambridge University Press. p. 1. ISBN 978-1-139-48876-1.
Olav Kallenberg (2002). Foundations of Modern Probability. Springer Science & Business Media. p. 136. ISBN 978-0-387-95313-7.
Ionut Florescu (2014). Probability and Stochastic Processes. John Wiley & Sons. p. 383. ISBN 978-1-118-59320-2.
Rick Durrett (2010). Probability: Theory and Examples. Cambridge University Press. p. 277. ISBN 978-1-139-49113-6.
Aris Spanos (1999). Probability Theory and Statistical Inference: Econometric Modeling with Observational Data. Cambridge University Press. p. 454. ISBN 978-0-521-42408-0.
Fima C. Klebaner (2005). Introduction to Stochastic Calculus with Applications. Imperial College Press. p. 81. ISBN 978-1-86094-555-7.
Allan Gut (2012). Probability: A Graduate Course. Springer Science & Business Media. p. 88. ISBN 978-1-4614-4708-5.
Geoffrey Grimmett; David Stirzaker (2001). Probability and Random Processes. OUP Oxford. p. 71. ISBN 978-0-19-857222-0.
Fima C. Klebaner (2005). Introduction to Stochastic Calculus with Applications. Imperial College Press. p. 56. ISBN 978-1-86094-555-7.
Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1969). Introduction to the Theory of Random Processes. Courier Corporation. p. 21. ISBN 978-0-486-69387-3.
Ionut Florescu (2014). Probability and Stochastic Processes. John Wiley & Sons. p. 471. ISBN 978-1-118-59320-2.
Samuel Karlin; Howard E. Taylor (2012). A First Course in Stochastic Processes. Academic Press. pp. 21, 22. ISBN 978-0-08-057041-9.
Ioannis Karatzas; Steven Shreve (1991). Brownian Motion and Stochastic Calculus. Springer. p. VIII. ISBN 978-1-4612-0949-2.
Daniel Revuz; Marc Yor (2013). Continuous Martingales and Brownian Motion. Springer Science & Business Media. p. IX. ISBN 978-3-662-06400-9.
Jeffrey S Rosenthal (2006). A First Look at Rigorous Probability Theory. World Scientific Publishing Co Inc. p. 186. ISBN 978-981-310-165-4.
Donald L. Snyder; Michael I. Miller (2012). Random Point Processes in Time and Space. Springer Science & Business Media. p. 33. ISBN 978-1-4612-3166-0.
J. Michael Steele (2012). Stochastic Calculus and Financial Applications. Springer Science & Business Media. p. 118. ISBN 978-1-4684-9305-4.
Peter Mörters; Yuval Peres (2010). Brownian Motion. Cambridge University Press. pp. 1, 3. ISBN 978-1-139-48657-6.
Ioannis Karatzas; Steven Shreve (1991). Brownian Motion and Stochastic Calculus. Springer. p. 78. ISBN 978-1-4612-0949-2.
Ioannis Karatzas; Steven Shreve (1991). Brownian Motion and Stochastic Calculus. Springer. p. 61. ISBN 978-1-4612-0949-2.
Steven E. Shreve (2004). Stochastic Calculus for Finance II: Continuous-Time Models. Springer Science & Business Media. p. 93. ISBN 978-0-387-40101-0.
Olav Kallenberg (2002). Foundations of Modern Probability. Springer Science & Business Media. pp. 225, 260. ISBN 978-0-387-95313-7.
Ioannis Karatzas; Steven Shreve (1991). Brownian Motion and Stochastic Calculus. Springer. p. 70. ISBN 978-1-4612-0949-2.
Peter Mörters; Yuval Peres (2010). Brownian Motion. Cambridge University Press. p. 131. ISBN 978-1-139-48657-6.
Fima C. Klebaner (2005). Introduction to Stochastic Calculus with Applications. Imperial College Press. ISBN 978-1-86094-555-7.
Ioannis Karatzas; Steven Shreve (1991). Brownian Motion and Stochastic Calculus. Springer. ISBN 978-1-4612-0949-2.
Samuel Karlin; Howard E. Taylor (2012). A First Course in Stochastic Processes. Academic Press. p. 340. ISBN 978-0-08-057041-9.
Fima C. Klebaner (2005). Introduction to Stochastic Calculus with Applications. Imperial College Press. p. 124. ISBN 978-1-86094-555-7.
Ioannis Karatzas; Steven Shreve (1991). Brownian Motion and Stochastic Calculus. Springer. p. 47. ISBN 978-1-4612-0949-2.
Ubbo F. Wiersema (2008). Brownian Motion Calculus. John Wiley & Sons. p. 2. ISBN 978-0-470-02171-2.
Henk C. Tijms (2003). A First Course in Stochastic Models. Wiley. pp. 1, 2. ISBN 978-0-471-49881-0.
D.J. Daley; D. Vere-Jones (2006). An Introduction to the Theory of Point Processes: Volume I: Elementary Theory and Methods. Springer Science & Business Media. pp. 19–36. ISBN 978-0-387-21564-8.
Mark A. Pinsky; Samuel Karlin (2011). An Introduction to Stochastic Modeling. Academic Press. p. 241. ISBN 978-0-12-381416-6.
J. F. C. Kingman (1992). Poisson Processes. Clarendon Press. p. 38. ISBN 978-0-19-159124-2.
D.J. Daley; D. Vere-Jones (2006). An Introduction to the Theory of Point Processes: Volume I: Elementary Theory and Methods. Springer Science & Business Media. p. 19. ISBN 978-0-387-21564-8.
J. F. C. Kingman (1992). Poisson Processes. Clarendon Press. p. 22. ISBN 978-0-19-159124-2.
Samuel Karlin; Howard E. Taylor (2012). A First Course in Stochastic Processes. Academic Press. pp. 118, 119. ISBN 978-0-08-057041-9.
Martin Haenggi (2013). Stochastic Geometry for Wireless Networks. Cambridge University Press. pp. 10, 18. ISBN 978-1-107-01469-5.
Sung Nok Chiu; Dietrich Stoyan; Wilfrid S. Kendall; Joseph Mecke (2013). Stochastic Geometry and Its Applications. John Wiley & Sons. pp. 41, 108. ISBN 978-1-118-65825-3.
J. F. C. Kingman (1992). Poisson Processes. Clarendon Press. p. 11. ISBN 978-0-19-159124-2.
Roy L. Streit (2010). Poisson Point Processes: Imaging, Tracking, and Sensing. Springer Science & Business Media. p. 1. ISBN 978-1-4419-6923-1.
J. F. C. Kingman (1992). Poisson Processes. Clarendon Press. p. v. ISBN 978-0-19-159124-2.
Alexander A. Borovkov (2013). Probability Theory. Springer Science & Business Media. p. 528. ISBN 978-1-4471-5201-9.
Georg Lindgren; Holger Rootzen; Maria Sandsten (2013). Stationary Stochastic Processes for Scientists and Engineers. CRC Press. p. 11. ISBN 978-1-4665-8618-5.
Valeriy Skorokhod (2005). Basic Principles and Applications of Probability Theory. Springer Science & Business Media. pp. 93, 94. ISBN 978-3-540-26312-8.
Donald L. Snyder; Michael I. Miller (2012). Random Point Processes in Time and Space. Springer Science & Business Media. p. 25. ISBN 978-1-4612-3166-0.
Valeriy Skorokhod (2005). Basic Principles and Applications of Probability Theory. Springer Science & Business Media. p. 104. ISBN 978-3-540-26312-8.
Ionut Florescu (2014). Probability and Stochastic Processes. John Wiley & Sons. p. 296. ISBN 978-1-118-59320-2.
Patrick Billingsley (2008). Probability and Measure. Wiley India Pvt. Limited. p. 493. ISBN 978-81-265-1771-8.
Bernt Øksendal (2003). Stochastic Differential Equations: An Introduction with Applications. Springer Science & Business Media. p. 10. ISBN 978-3-540-04758-2.
Peter K. Friz; Nicolas B. Victoir (2010). Multidimensional Stochastic Processes as Rough Paths: Theory and Applications. Cambridge University Press. p. 571. ISBN 978-1-139-48721-4.
Sidney I. Resnick (2013). Adventures in Stochastic Processes. Springer Science & Business Media. pp. 40–41. ISBN 978-1-4612-0387-2.
Ward Whitt (2006). Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues. Springer Science & Business Media. p. 23. ISBN 978-0-387-21748-2.
David Applebaum (2004). Lévy Processes and Stochastic Calculus. Cambridge University Press. p. 4. ISBN 978-0-521-83263-2.
Daniel Revuz; Marc Yor (2013). Continuous Martingales and Brownian Motion. Springer Science & Business Media. p. 10. ISBN 978-3-662-06400-9.
L. C. G. Rogers; David Williams (2000). Diffusions, Markov Processes, and Martingales: Volume 1, Foundations. Cambridge University Press. p. 123. ISBN 978-1-107-71749-7.
John Lamperti (1977). Stochastic processes: a survey of the mathematical theory. Springer-Verlag. pp. 6 and 7. ISBN 978-3-540-90275-1.
Iosif I. Gikhman; Anatoly Vladimirovich Skorokhod (1969). Introduction to the Theory of Random Processes. Courier Corporation. p. 4. ISBN 978-0-486-69387-3.
Robert J. Adler (2010). The Geometry of Random Fields. SIAM. pp. 14, 15. ISBN 978-0-89871-693-1.
Sung Nok Chiu; Dietrich Stoyan; Wilfrid S. Kendall; Joseph Mecke (2013). Stochastic Geometry and Its Applications. John Wiley & Sons. p. 112. ISBN 978-1-118-65825-3.
Joseph L. Doob (1990). Stochastic processes. Wiley. pp. 94–96.
Ionut Florescu (2014). Probability and Stochastic Processes. John Wiley & Sons. pp. 298, 299. ISBN 978-1-118-59320-2.
Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1969). Introduction to the Theory of Random Processes. Courier Corporation. p. 8. ISBN 978-0-486-69387-3.
David Williams (1991). Probability with Martingales. Cambridge University Press. pp. 93, 94. ISBN 978-0-521-40605-5.
Fima C. Klebaner (2005). Introduction to Stochastic Calculus with Applications. Imperial College Press. pp. 22–23. ISBN 978-1-86094-555-7.
Peter Mörters; Yuval Peres (2010). Brownian Motion. Cambridge University Press. p. 37. ISBN 978-1-139-48657-6.
L. C. G. Rogers; David Williams (2000). Diffusions, Markov Processes, and Martingales: Volume 1, Foundations. Cambridge University Press. p. 130. ISBN 978-1-107-71749-7.
Alexander A. Borovkov (2013). Probability Theory. Springer Science & Business Media. p. 530. ISBN 978-1-4471-5201-9.
Fima C. Klebaner (2005). Introduction to Stochastic Calculus with Applications. Imperial College Press. p. 48. ISBN 978-1-86094-555-7.
Bernt Øksendal (2003). Stochastic Differential Equations: An Introduction with Applications. Springer Science & Business Media. p. 14. ISBN 978-3-540-04758-2.
Ionut Florescu (2014). Probability and Stochastic Processes. John Wiley & Sons. p. 472. ISBN 978-1-118-59320-2.
Daniel Revuz; Marc Yor (2013). Continuous Martingales and Brownian Motion. Springer Science & Business Media. pp. 18–19. ISBN 978-3-662-06400-9.
David Applebaum (2004). Lévy Processes and Stochastic Calculus. Cambridge University Press. p. 20. ISBN 978-0-521-83263-2.
Hiroshi Kunita (1997). Stochastic Flows and Stochastic Differential Equations. Cambridge University Press. p. 31. ISBN 978-0-521-59925-2.
Olav Kallenberg (2002). Foundations of Modern Probability. Springer Science & Business Media. p. 35. ISBN 978-0-387-95313-7.
Monique Jeanblanc; Marc Yor; Marc Chesney (2009). Mathematical Methods for Financial Markets. Springer Science & Business Media. p. 11. ISBN 978-1-85233-376-8.
Kiyosi Itō (2006). Essentials of Stochastic Processes. American Mathematical Soc. pp. 32–33. ISBN 978-0-8218-3898-3.
Iosif Ilyich Gikhman; Anatoly Vladimirovich Skorokhod (1969). Introduction to the Theory of Random Processes. Courier Corporation. p. 150. ISBN 978-0-486-69387-3.
Petar Todorovic (2012). An Introduction to Stochastic Processes and Their Applications. Springer Science & Business Media. pp. 19–20. ISBN 978-1-4613-9742-7.
Ilya Molchanov (2005). Theory of Random Sets. Springer Science & Business Media. p. 340. ISBN 978-1-85233-892-3.
Patrick Billingsley (2008). Probability and Measure. Wiley India Pvt. Limited. pp. 526–527. ISBN 978-81-265-1771-8.
Alexander A. Borovkov (2013). Probability Theory. Springer Science & Business Media. p. 535. ISBN 978-1-4471-5201-9.
Joseph L. Doob (1990). Stochastic processes. Wiley. p. 56.
Davar Khoshnevisan (2006). Multiparameter Processes: An Introduction to Random Fields. Springer Science & Business Media. p. 155. ISBN 978-0-387-21631-7.
Ward Whitt (2006). Stochastic-Process Limits: An Introduction to Stochastic-Process Limits and Their Application to Queues. Springer Science & Business Media. pp. 78–79. ISBN 978-0-387-21748-2.
Vladimir I. Bogachev (2007). Measure Theory (Volume 2). Springer Science & Business Media. p. 53. ISBN 978-3-540-34514-5.
Fima C. Klebaner (2005). Introduction to Stochastic Calculus with Applications. Imperial College Press. p. 4. ISBN 978-1-86094-555-7.
Søren Asmussen (2003). Applied Probability and Queues. Springer Science & Business Media. p. 420. ISBN 978-0-387-00211-8.
Patrick Billingsley (2013). Convergence of Probability Measures. John Wiley & Sons. p. 121. ISBN 978-1-118-62596-5.
Richard F. Bass (2011). Stochastic Processes. Cambridge University Press. p. 34. ISBN 978-1-139-50147-7.
Nicholas H. Bingham; Rüdiger Kiesel (2013). Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives. Springer Science & Business Media. p. 154. ISBN 978-1-4471-3856-3.
Alexander A. Borovkov (2013). Probability Theory. Springer Science & Business Media. p. 532. ISBN 978-1-4471-5201-9.
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Bachelier, Luis (1900). "The Theory of Speculation". Ann. Sci. Éc. Norm. Supér. Serie 3, 17: 21–89 (Engl. translation by David R. May, 2011). doi:10.24033/asens.476.

harvard.edu

ui.adsabs.harvard.edu

Doob, Joseph (1934). "Stochastic Processes and Statistics". Proceedings of the National Academy of Sciences of the United States of America. 20 (6): 376–379. Bibcode:1934PNAS...20..376D. doi:10.1073/pnas.20.6.376. PMC 1076423. PMID 16587907.
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jstor.org

Stirzaker, David (2000). "Advice to Hedgehogs, or, Constants Can Vary". The Mathematical Gazette. 84 (500): 197–210. doi:10.2307/3621649. ISSN 0025-5572. JSTOR 3621649. S2CID 125163415.
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Chung, Kai Lai (1998). "Probability and Doob". The American Mathematical Monthly. 105 (1): 28–35. doi:10.2307/2589523. ISSN 0002-9890. JSTOR 2589523.
Doob, Joseph L. (1996). "The Development of Rigor in Mathematical Probability (1900-1950)". The American Mathematical Monthly. 103 (7): 586–595. doi:10.2307/2974673. ISSN 0002-9890. JSTOR 2974673.
Hald, Anders (1981). "T. N. Thiele's Contributions to Statistics". International Statistical Review / Revue Internationale de Statistique. 49 (1): 1–20. doi:10.2307/1403034. ISSN 0306-7734. JSTOR 1403034.
Lauritzen, Steffen L. (1981). "Time Series Analysis in 1880: A Discussion of Contributions Made by T.N. Thiele". International Statistical Review / Revue Internationale de Statistique. 49 (3): 319–320. doi:10.2307/1402616. ISSN 0306-7734. JSTOR 1402616.
Seneta, E. (1998). "I.J. Bienaymé [1796-1878]: Criticality, Inequality, and Internationalization". International Statistical Review / Revue Internationale de Statistique. 66 (3): 291–292. doi:10.2307/1403518. ISSN 0306-7734. JSTOR 1403518.

nih.gov

ncbi.nlm.nih.gov

Doob, Joseph (1934). "Stochastic Processes and Statistics". Proceedings of the National Academy of Sciences of the United States of America. 20 (6): 376–379. Bibcode:1934PNAS...20..376D. doi:10.1073/pnas.20.6.376. PMC 1076423. PMID 16587907.

pubmed.ncbi.nlm.nih.gov

Doob, Joseph (1934). "Stochastic Processes and Statistics". Proceedings of the National Academy of Sciences of the United States of America. 20 (6): 376–379. Bibcode:1934PNAS...20..376D. doi:10.1073/pnas.20.6.376. PMC 1076423. PMID 16587907.

numdam.org

archive.numdam.org

Bachelier, Luis (1900). "Théorie de la spéculation" (PDF). Ann. Sci. Éc. Norm. Supér. Serie 3, 17: 21–89. doi:10.24033/asens.476. Archived (PDF) from the original on 2011-06-05.

oed.com

"Stochastic". Oxford English Dictionary (Online ed.). Oxford University Press. (Subscription or participating institution membership required.)
"Random". Oxford English Dictionary (Online ed.). Oxford University Press. (Subscription or participating institution membership required.)

psu.edu

citeseerx.ist.psu.edu

Jarrow, Robert; Protter, Philip (2004). "A short history of stochastic integration and mathematical finance: the early years, 1880–1970". A Festschrift for Herman Rubin. Institute of Mathematical Statistics Lecture Notes - Monograph Series. pp. 75–80. CiteSeerX 10.1.1.114.632. doi:10.1214/lnms/1196285381. ISBN 978-0-940600-61-4. ISSN 0749-2170.

semanticscholar.org

api.semanticscholar.org

Stirzaker, David (2000). "Advice to Hedgehogs, or, Constants Can Vary". The Mathematical Gazette. 84 (500): 197–210. doi:10.2307/3621649. ISSN 0025-5572. JSTOR 3621649. S2CID 125163415.
Guttorp, Peter; Thorarinsdottir, Thordis L. (2012). "What Happened to Discrete Chaos, the Quenouille Process, and the Sharp Markov Property? Some History of Stochastic Point Processes". International Statistical Review. 80 (2): 253–268. doi:10.1111/j.1751-5823.2012.00181.x. ISSN 0306-7734. S2CID 80836.
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Kolmogoroff, A. (1931). "Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung". Mathematische Annalen. 104 (1): 1. doi:10.1007/BF01457949. ISSN 0025-5831. S2CID 119439925.
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Truesdell, C. (1975). "Early kinetic theories of gases". Archive for History of Exact Sciences. 15 (1): 22–23. doi:10.1007/BF00327232. ISSN 0003-9519. S2CID 189764116.
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Truesdell, C. (1975). "Early kinetic theories of gases". Archive for History of Exact Sciences. 15 (1): 31–32. doi:10.1007/BF00327232. ISSN 0003-9519. S2CID 189764116.
Brush, Stephen G. (1968). "A history of random processes". Archive for History of Exact Sciences. 5 (1): 15–16. doi:10.1007/BF00328110. ISSN 0003-9519. S2CID 117623580.
Getoor, Ronald (2009). "J. L. Doob: Foundations of stochastic processes and probabilistic potential theory". The Annals of Probability. 37 (5): 1655. arXiv:0909.4213. Bibcode:2009arXiv0909.4213G. doi:10.1214/09-AOP465. ISSN 0091-1798. S2CID 17288507.
Courtault, Jean-Michel; Kabanov, Yuri; Bru, Bernard; Crepel, Pierre; Lebon, Isabelle; Le Marchand, Arnaud (2000). "Louis Bachelier on the Centenary of Theorie de la Speculation" (PDF). Mathematical Finance. 10 (3): 339–353. doi:10.1111/1467-9965.00098. ISSN 0960-1627. S2CID 14422885. Archived (PDF) from the original on 2018-07-21.
Jovanovic, Franck (2012). "Bachelier: Not the forgotten forerunner he has been depicted as. An analysis of the dissemination of Louis Bachelier's work in economics" (PDF). The European Journal of the History of Economic Thought. 19 (3): 431–451. doi:10.1080/09672567.2010.540343. ISSN 0967-2567. S2CID 154003579. Archived (PDF) from the original on 2018-07-21.
Brush, Stephen G. (1968). "A history of random processes". Archive for History of Exact Sciences. 5 (1): 25. doi:10.1007/BF00328110. ISSN 0003-9519. S2CID 117623580.
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teluq.ca

r-libre.teluq.ca

Jovanovic, Franck (2012). "Bachelier: Not the forgotten forerunner he has been depicted as. An analysis of the dissemination of Louis Bachelier's work in economics" (PDF). The European Journal of the History of Economic Thought. 19 (3): 431–451. doi:10.1080/09672567.2010.540343. ISSN 0967-2567. S2CID 154003579. Archived (PDF) from the original on 2018-07-21.

web.archive.org

Bachelier, Luis (1900). "Théorie de la spéculation" (PDF). Ann. Sci. Éc. Norm. Supér. Serie 3, 17: 21–89. doi:10.24033/asens.476. Archived (PDF) from the original on 2011-06-05.
Courtault, Jean-Michel; Kabanov, Yuri; Bru, Bernard; Crepel, Pierre; Lebon, Isabelle; Le Marchand, Arnaud (2000). "Louis Bachelier on the Centenary of Theorie de la Speculation" (PDF). Mathematical Finance. 10 (3): 339–353. doi:10.1111/1467-9965.00098. ISSN 0960-1627. S2CID 14422885. Archived (PDF) from the original on 2018-07-21.
Jovanovic, Franck (2012). "Bachelier: Not the forgotten forerunner he has been depicted as. An analysis of the dissemination of Louis Bachelier's work in economics" (PDF). The European Journal of the History of Economic Thought. 19 (3): 431–451. doi:10.1080/09672567.2010.540343. ISSN 0967-2567. S2CID 154003579. Archived (PDF) from the original on 2018-07-21.

worldcat.org

Jarrow, Robert; Protter, Philip (2004). "A short history of stochastic integration and mathematical finance: the early years, 1880–1970". A Festschrift for Herman Rubin. Institute of Mathematical Statistics Lecture Notes - Monograph Series. pp. 75–80. CiteSeerX 10.1.1.114.632. doi:10.1214/lnms/1196285381. ISBN 978-0-940600-61-4. ISSN 0749-2170.
Stirzaker, David (2000). "Advice to Hedgehogs, or, Constants Can Vary". The Mathematical Gazette. 84 (500): 197–210. doi:10.2307/3621649. ISSN 0025-5572. JSTOR 3621649. S2CID 125163415.
Guttorp, Peter; Thorarinsdottir, Thordis L. (2012). "What Happened to Discrete Chaos, the Quenouille Process, and the Sharp Markov Property? Some History of Stochastic Point Processes". International Statistical Review. 80 (2): 253–268. doi:10.1111/j.1751-5823.2012.00181.x. ISSN 0306-7734. S2CID 80836.
Khintchine, A. (1934). "Korrelationstheorie der stationeren stochastischen Prozesse". Mathematische Annalen. 109 (1): 604–615. doi:10.1007/BF01449156. ISSN 0025-5831. S2CID 122842868.
Kolmogoroff, A. (1931). "Über die analytischen Methoden in der Wahrscheinlichkeitsrechnung". Mathematische Annalen. 104 (1): 1. doi:10.1007/BF01457949. ISSN 0025-5831. S2CID 119439925.
Brush, Stephen G. (1968). "A history of random processes". Archive for History of Exact Sciences. 5 (1): 1–2. doi:10.1007/BF00328110. ISSN 0003-9519. S2CID 117623580.
Glasserman, Paul; Kou, Steven (2006). "A Conversation with Chris Heyde". Statistical Science. 21 (2): 292, 293. arXiv:math/0609294. Bibcode:2006math......9294G. doi:10.1214/088342306000000088. ISSN 0883-4237. S2CID 62552177.
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Brush, Stephen G. (1967). "Foundations of statistical mechanics 1845?1915". Archive for History of Exact Sciences. 4 (3): 150–151. doi:10.1007/BF00412958. ISSN 0003-9519. S2CID 120059181.
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Jovanovic, Franck (2012). "Bachelier: Not the forgotten forerunner he has been depicted as. An analysis of the dissemination of Louis Bachelier's work in economics" (PDF). The European Journal of the History of Economic Thought. 19 (3): 431–451. doi:10.1080/09672567.2010.540343. ISSN 0967-2567. S2CID 154003579. Archived (PDF) from the original on 2018-07-21.
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