Here is the full list of best reference books on Weak Convergance and Martingale Theory.
|1. “Convergence of Probability Measures” by P. Billingsley|
|2. “Stochastic Calculus and Applications” by R.J. Elliot|
|3. “Probability Measures on Metric Spaces” by K.R. Parthasarathy|
|4. ” Weak Convergence of Financial Markets ” by Jean-Luc Prigent|
|5. ” Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems ” by Harold Kushner|
|6. ” Martingales and Markov Chains: Solved Exercises and Elements of Theory ” by Paolo Baldi and Laurent Mazliak|
|7. ” Measures, Integrals and Martingales ” by René L. Schilling|
|8. ” Martingale Limit Theory and Its Application ” by P. Hall and Z. W. Birnbaum|
|9. ” Probability Theory: Independence, Interchangeability, Martingales ” by Yuan Shih Chow and Henry Teicher|
|10. ” Theory of Probability and Random Processes ” by Leonid Koralov and Yakov G. Sinai|
If any more book needs to be added to the list of best books on Weak Convergance and Martingale Theory Subject, please let us know.
Sanfoundry Global Education & Learning Series – Best Reference Books!