Introduction to stochastic processes by Lawler, Gregory F.

Table of Contents: “…Preliminaries -- Finite Markov chains -- Countable Markov chains -- Continous-time Markov chains -- Optimal stopping -- Martingales -- Renewal processes -- Reversible Markov chains -- Brownian motion -- Stochastic chain.…”

Introduction to probability models by Ross, Sheldon M.

Table of Contents: “…Reliability theory -- 10.Brownian motion and stationary processes -- 11. Simulation…”

Recent advances in financial engineering 2012 :˜bproceedings of the International Workshop on Finance2012, the University of Tokyo, Japan, 30-31 October 2012 / œceditors Akihiko Ta...

Table of Contents: “…Nishihara -- Fractional Brownian motions in financial models and their Monte Carlo simulation / C. …”