If you liked Stochastic Calculus and Applications by Samuel N. Cohen and Robert J. Elliott, start with Frontiers in Stochastic Analysis-BSDEs, SPDEs and Their Applications (2020), Introduction to Hidden Semi-Markov Models (2018), and Stochastic Processes Finance And Control A Festschrift In Honor Of Robert J Elliott (2012). These recommendations are drawn from the same author, shared genres, and reader overlap on BookOrb.

Back to Stochastic Calculus and Applications · Samuel N. Cohen books in order

Recommended next reads

  1. 1 Frontiers in Stochastic Analysis-BSDEs, SPDEs and Their Applications 2020 · 300 pages · Samuel N. Cohen, István Gyöngy, Gonҫalo dos Reis, David Siska · Same author
  2. 2 Introduction to Hidden Semi-Markov Models 2018 · 184 pages · Robert J. Elliott · Same author
  3. 3 Stochastic Processes Finance And Control A Festschrift In Honor Of Robert J Elliott 2012 · Samuel N. Cohen · Same author
  4. 4 Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis) 2007 · 336 pages · Robert A. Jarrow, Robert J. Elliott · Same author
  5. 5 Measure Theory and Filtering 2004 · 270 pages · Lakhdar Aggoun, Robert J. Elliott · Same author
  6. 6 Stochastic Processes, Finance and Control 2012 · 605 pages · Samuel N. Cohen, Dilip B. Madan, Tak Kuen Siu · Same author
  7. 7 Self-esteem, physical health and health behaviours in young adults 1990 · Robert J. Elliott · Same author
  8. 8 Stochastic calculus andapplications 1982 · 302 pages · Robert J. Elliott · Same author

Frequently asked questions

What should I read after Stochastic Calculus and Applications?

BookOrb recommends Frontiers in Stochastic Analysis-BSDEs, SPDEs and Their Applications (2020), Introduction to Hidden Semi-Markov Models (2018), Stochastic Processes Finance And Control A Festschrift In Honor Of Robert J Elliott (2012), Advances in Mathematical Finance (Applied and Numerical Harmonic Analysis) (2007), and Measure Theory and Filtering (2004).

Are there books like Stochastic Calculus and Applications?

Yes. The list on this page is ranked from the closest matches BookOrb has for Stochastic Calculus and Applications.

Who wrote Stochastic Calculus and Applications?

Stochastic Calculus and Applications is by Samuel N. Cohen and Robert J. Elliott.