There are lots of great material on Weak Convergance and Martingale Theory subject in the internet, buts its always a challenge to figure out a ready list of top books on Weak Convergance and Martingale Theory that one can refer to immediately. Even though online materials are good, but nothing can beat the depth of coverage that a book can offer. Hence, we researched the list of Weak Convergance and Martingale Theory books which are used by students worldwide and came up with top 10 Book Recommendations on Weak Convergance and Martingale Theory subject. These books can be used as a great starting point for anyone studying Weak Convergance and Martingale Theory and can also be used as a ready reference for Under-Graduate and Post-Graduate programs.
Most of these Weak Convergance and Martingale Theory books are also in the best-seller lists in Amazon website. We have added a brief description of these best books and have also included direct links to Amazon site (as affiliate). This allows anyone to directly visit the site and order printed copies of these best books.
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!