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概率统计金数计量精算及其相关研究领域的一些的教科书(利于自学,新而全)

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    2016-3-19 06:18
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    [LV.4]偶尔看看III

    发表于 2015-2-9 11:42:38 | 显示全部楼层 |阅读模式
    首先推荐的二十大砖头书(这里定义的砖头书是大于400页的书),这些书大部分是研究生,PHD难度,都是世界级专家写的书,知识点涉及广,引用次数(截至2015.2.9)成千上万,同类别的教材已无法超越。听老师曾经说过,那种学生时代能啃完几本砖头书的人,以后肯定是学术达人。这书是各自方向中经典的经典,一些书的初版时间最远的有近70年的历史,例如Kendall系列,Feller系列。大部分砖头书不适合初学者(It works best as a reference book or a "second pass" textbook.")。


    二十大砖头书列表:
    1.概率统计综合Rao C.R. ,Linear Statistical Inference and its applications 2ed* 被引用次数:13360 本书是统计泰斗写的,包含了矩阵论,高等概率,高等统计,线性模型,多元统计
    下载地址 有中译本
    2.百科全书 Kendall's Advanced Theory of Statistics, Distribution Theory& Classical Inference and Linear Model 6ed 被引用次数:17555 700页+912页
    3.经典概率Feller,An introduction to probability theory and its applications I,II* 被引用次数:42100 536+700页
    下载地址 有中译本

    4.估计理论Lehmann,Theory of Point Estimation 2ed 被引用次数:5205 589页 下载地址有中译本
    5.假设检验Lehmann,Testing Statistical Hypotheses.3ed* 被引用次数:8935 800页 下载地址
    6.渐进统计van der Vaart,Asymptotic Statistics 被引用次数:3729 443页
    7.概率综合Kallenberg,Foundations of modern probability 2ed 被引用次数:2848 638页
    8.金数经典Shreve,Stochastic Calculus for Finance I,II* 被引用次数:227+被引用次数:1609 227+550页 有中译本
    9.精算宝典Klugman,Loss models:From Data to Decisions&Further Topics* 4ed 被引用次数:1277+被引用次数:9 536+369页
    下载地址 第1部分有中译本
    10.最难计量Hayashi,Econometrics* 被引用次数:26 712页
    有中译本
    11.应用随机过程经典Introduction to Probability Models,11ed* S. M.Ross 被引用次数:5150 784页 有中译本
    12.多元统计经典An Introduction to Multivariate Statistical Analysis 3rd,T.W.Anderson 被引用次数:15295 752页 有中译本
    13.统计决策经典Statistical Decision Theory and Bayesian Analysis, James O. Berger
    14.时间序列经典Time Series Analysis Forecasting and Control, George E.P. Box
    781页
    15.生存分析经典The Statistical Analysis of Failure Time Data, 2ed Kalbfleisch & Prentice 有中译本
    462页
    16.数据挖掘经典The Elements of Statistical Learning 2ed,Trevor Hastie 被引用次数:22518  767页
    17.抽样调查经典 Sampling Techniques,3rd Edition William G. Cochran* 452页 有中译本
    18.线性模型经典 Linear Models and Generalizations C. R. Rao 被引用次数:875 572
    19.实验设计经典Experiments: planning, analysis, and optimization,CFJ Wu  被引用次数:1582 760
    20.非参数统计经典Nonparametric Statistical Methods, Myles Hollander, Douglas A. Wolfe and Eric Chicken

    我国的统计院士陈希孺先生刷过其中的4本1,2,3,5,许宝騄的学生郑忠国还翻译过4。
    Lehmann有4本经典的高等统计著作:
    1.Testing Statistical Hypotheses.3ed
    2.Theory of Point Estimation.2ed
    3.Elements of Large-sample Theory
    4. Nonparametrics: statistical methods based on ranks

    Lehmann在文章《Testing Statistical Hypotheses:The Story of a Book》中写到的郑忠国与轶事:
    Some time later, on a visit to China, I brought a copy of the new edition for Zheng Zhongguo, who had made many of the arrangements for our trip. He told me that he would accept it only if in exchange he could give me his copy of the pirated(English) version of the fi rst edition. When I agreed, he signed it in reversal of the traditional inscription,To the author of the book with best wishes, Z.G.")
    我这里可以贴出他写的数理统计引论中的参考文献引证,以及他出了还出了1和3I的解答书:

    倪国熙、陈希孺著 线性统计与线性代数 参考资料
    陈希孺 概率论及其应用题解
    360截图20150211233720979.jpg

    大学期间未修过概率统计课程的陈希孺对专业知识知之甚少,不得不“从零开始”。他一方面去北京大学数学系学习《数理统计》,一方面自学概率统计知识。陈希孺补基础的方法很特别,他是大量系统地做习题,有三四本名著,他除了仔细阅读外,把书中所附习题全部做了一遍。为了做这些习题,曾有两年的春节没下过楼。
            出自: 以出世的态度治入世的学问--记陈希孺院士
    http://news.ucas.ac.cn/Home/Detail/599c2066-0f7b-4ae8-a743-4fa25b7d544a

    习题是数学著作,尤其是带有教科书性质的著作的重要组成部分,有的著作,其习题非常精彩,知名度很高,为人所津津乐道。如前苏联数论大师维诺格拉多夫的《数论基础》,50年代中裘光明译成中文,华罗庚教授在中译本序言中指出读这本书若不注意其习题,等于入宝山而空返。许宝騄教授曾指出Lehmann(Lehmann的博士论文是许宝騄指导的)的Testing Statistical Hypothesis一书习题选得很好,很有特色。C.R. Rao的Linear Statistical Inference一书在我国流传甚广,此书习题之精彩,是我国统计界广为称道的。又如大家熟悉的教本那汤松的《实变函数论》,其习题之难,人所共知,但凡是在这些习题上认真下过功夫的,都感到收获极大,受用终身。
            出自:"怎样看待习题和解答"—陈希孺写的《数理统计习题教程》序言
    http://blog.sina.com.cn/s/blog_665d319e0100wxhp.html

    以下是推荐的一些中文书,也是国内内容比较新颖,思想独到的本科概率统计随机过程教材
    中文
    1.概率论与数理统计 陈希孺*下载地址(书后有习题解答,网友如潮般的好评见博文亚马逊当当网友对陈希孺院士写概率论与数理统计教材如潮般的好评 例如评论:老师推荐的书,看了之后很喜欢,编排不像是数学书,有文艺气息,章节不多,但是内容丰富,印刷精致。老师介绍这本书的时候说,陈院士的书让自学者读完之后有换专业的冲动,也只有大师写的数学著作能称得上文集)
    2.概率论基础 第3版 李贤平* 下载地址(风格仍是苏联与美国风格并行,框架上参考的是苏联Gnedenko的概率论基础,内容上参考是美国Feller概率论论及其应用,钟开莱初等概率论等书。除了实变函数的测度部分都有严格的证明,对概率论的历史的发展也比较尊重,讲得很细致,讲了很多著名例子,题目比较多。辅导书并且介绍历史:概率论基础学习指导书 李贤平 陈子毅 辅导书并且介绍历史:概率论基础学习指导书 李贤平 陈子毅)
    3.数理统计学教程 陈希孺 下载地址 (第一作者陈希孺先生是我国杰出的数理统计学家和教育家。阅读该书对数学基础要求不高,没有要求读者具有测度论基础。该书语言流畅优美,统计思想和统计概念,统计历史讲述非常精准,可以看出是作者厚积薄发的结果,是一本适合于真正想要理解统计观点和本质的读者阅读的经典教材。)
    4.数理统计教程 王兆军 下载地址 (内容比较新颖,思想独到的本科数学专业数理统计教材,例如有讲经验释然,让学生尽早接触到学术前沿方向的好教材,与国外教材风格一致。不是枯燥的介绍定义定理例子的一些其他的国内教材)
    5.应用随机过程 第3版  *张波,商豪 下载地址(书后有习题解答,这是偏经济金融方面的随机过程书,国内大部分书都是偏工程方向。)

    一些英文经典概率统计随机过程书,都是有翻译版本的,好书才有人去翻译。
    英文
    1.Probability and Random Processes 3rd  G. Grimmett
    (世图影印了辅导书:概率论题解1000例(英文版) )
    2.A First Course in Probability 9ed* S. M.Ross (中文版:概率论基础教程(原书第9版)童行伟译)
    3.Introduction to Mathematical Statistics, 7ed, Hogg(中译版:数理统计学导论第7版 王忠玉等译;
    第4版有辅导书 数理统计学导论习题详解R.V霍格,第6版网上有习题解答)
    4.Mathematical Statistics :Basic Ideas and Selected Topics 2ed (接近测度论语言,1版有译本和题解:数理统计基本概念及专题 李泽慧等译陈希孺校+ 数理统计习题教程(上下) 下载地址
    5.Introduction to Probability Models,11ed* S. M.Ross 下载地址( 中文版:应用随机过程:概率模型导论(第10版)龚光鲁译)
    6.Stochastic Processes 2ed Sheldon M. Ross  被引用次数:6407(中文版:随机过程(原书第2版)龚光鲁译)

    到了高等阶段(研究生,博士阶段)就必须看英文的哦,有中文的书做辅助也好。下面偏教学内容新(最新版本大部分是2010年左右的书)而全的一些容易自学的研究生教材。

    测度论(数学上,测度(Measure)是一个函数,它对一个给定集合的某些子集指定一个数,这个数可以比作大小、体积、概率等等。传统的积分是在区间上进行的,后来人们希望把积分推广到任意的集合上,就发展出测度的概念,它在数学分析和概率论有重要的地位。测度论是实分析的一个分支,研究对象有σ代数、测度、可测函数和积分,其重要性在概率论和统计学中都有所体现。)
    Schilling,Measures, Integrals and Martingales*
    Folland, G. B. Real Analysis:Modern Techniques and Their Applications
    Bass,Real Analysis for Graduate Students, 2ed
    严加安 测度论讲义,第2版* 下载地址

    矩阵论(在数学,矩阵理论是一门研究矩阵在数学上的应用的科目。矩阵理论本来是线性代数的一个小分支,但其后由于陆续在图论、代数、组合数学和统计上得到应用,渐渐发展成为一门独立的学科。)
    Matrix Algebra From a Statistician's Perspective,David A. Harville*
    Matrix Algebra for Linear Models  Gruber*
    Matrix Algebra and Its Applications to Statistics and Econometrics,C. R. Rao
    统计学中的矩阵代数 方开泰、 陈敏

    关于概率论课程的训练,一方面是基于概率论公理化方面的数学训练,另一方面通过对具体概率模型的演算和掌握,加深对概率论物理直观的理解。当然,即便是同为统计学专业的同学,不同的发展需求决定了学习的目的和内容,立志要在Annals of Statistics上发表好文章和希望进入统计局工作的同学,自然会在概率课程的学习中各有侧重。更重要的是,现在谁都很难估计统计学会以什么样的路径发展。时光再流30年,概率课程毫无疑问是统计学最核心的基础课程。现在,随着人们对数据的需求和认识逐渐发生根本性的转变,高通量高维数据的不断产生对传统统计思维和方法提出严峻挑战,我们已经看到有大量其它数学分支的研究成果被用于高维数据的处理和分析问题当中。但我相信,既然本质上概率论和统计学都在共同关注随机现象,共同面对“观测”所带来的困境,二者唇齿相依的关系就不会动摇。
    关于概率论主干课程的训练 http://cos.name/2012/04/the-trai ... probability-theory/

    高等概率论(建立在测度基础上的概率论通常所谓的高等概率论,并且包含了极限理论。有时还包含基于测度论的随机过程理论。)
    Resnick, S., A Probability Path*
    R. Durrett,Probability Theory and Examples 4th edition*
    Klenke,Probability Theory - A Comprehensive Course 2ed
    Advanced Probability Theory(荆炳义 高等概率讲义) 下载地址
    概率论教程 第2版 缪
    柏其,胡太忠 下载地址

    随机分析
    概率论的一个分支。主要内容有伊藤随机微积分,随机微分方程,随机偏微积分,倒向随机微分方程,随机变分等。最近大量应用于金融数学,物理,过程
    Stochastic Processes,Bass
    Foundations of modern probability 2ed, Kallenberg
    Stochastic Analysis and Diffusion Processes, Gopinath Kallianpur
    Introduction to Stochastic Calculus with Applications 3rd Fima C. Klebner*

    高等数理统计
    定位是“基于测度论的数理统计学基础教科书”,内容除预备知识外,主要是关于几种基本统计推断形式(点估计、区间估计、似设检验,Bayesian理论与统计决策,大样本理论,也有的书包含了线性模型的初步理论

    Examples and Problems in Mathematical Statistics,Shelemyahu Zacks*
    Theoretical Statistics: Topics for a Core Course,Robert W. Keener *
    Basics of Modern Mathematical Statistics,Spokoiny*

    Mathematical Statistics 2ed*, Jun Shao  
    高等数理统计 陈希孺*
    下载地址

    金融数学(随机金融)(以随机过程、伊藤随机微积分理论为基础去计算并取得相关衍生工具的公平价格,以及风险估算)
    Shreve,Stochastic Calculus for Finance I,II*
    Essentials of Stochastic Finance: Facts, Models, Theory,Albert N. Shiryaev
    Stochastic Finance: An Introduction in Discrete Time 3rd,Hans Föllmer
    Problems and Solutions in Mathematical Finance: Volume 1-3*

    严加安,金融数学引论
    下载地址

    计量经济(偏理论)
    侧重的数学证明与推导,与数理统计联系极为密切。理论计量经济学除了介绍计量经济学模型的数学理论基础和普遍应用的计量经济学模型的参数估计方法与检验方法外,还研究特殊模型的估计方法与检验模型。依据数据形态分为:经典回归模型,横截面数据回归分析、时间序列分析、面板数据分析、计数数据分析等。依据模型假设的强弱分为:参量计量经济学、非参量计量经济学、半参量计量经济学等。
    Econometrics, 5th ed, Badi H. Baltagi*
    Econometrics (Princeton Press) pdf by Fumio Hayashi*
    Bruce Hansen's Econometrics Text http://www.ssc.wisc.edu/~bhansen/econometrics/

    精算数学(一门应用科学,可分为非寿险和寿险方向,是财务和保险行业应用数学和统计方法,主要用来评估长期风险。精算涵盖了数个相关领域,尤其是数学的概率论和统计。传统的精算重点在分析死亡率,制作生命表,和应用利息理论。现代精算用到了高等随机数学模型,比如精算分布、随机过程、随机微积分,对各种经济活动中未来的风险进行分析,评估和管理,是现代保险、金融、投资实现稳健经营的基础。)
    R. Kaas, Modern Actuarial Risk Theory -- Using R. 2ed*
    Stuart A. Klugman,Loss models further topics,2013*
    Klugman,Loss models: from data to decisions,4ed*
    Quantitative Risk Management Concepts, Techniques and Tools

    经典辅导书

    概率论基础学习指导书 李贤平 陈子毅

    数理统计习题教程(上下) 李泽慧

    线性统计与线性代数 参考资料 倪国熙,陈希孺著

    Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics)
    Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning.2ed, Chaumont. Dmytro Gusak


    推荐阅读
    北大概率论博士 谈概率论的训练及其它—本科准备,研究生课程,应用研究,理论研究,愿景
    一美国常青藤经济PhD两年来的数学与统计学学习总结
    2014概率统计计量经济精算SCI期刊目录(附Scimago分的期刊等级)

    --------------------------------------------------美丽的分割线--------------------------------------------------------------------
    在信息知识爆炸的时代,就连概率统计都有这么多小的分支。
    下面是统计的小方向教材

    大样本理论(渐近统计)
    A Course in Large Sample Theory By Thomas S. Ferguson
    Asymptotic Statistics,  A. W. van der Vaart
    Elements of Large-Sample Theory, E.L. Lehmann 下载地址

    Edgeworth展开和鞍点逼近
    Series Approximation Methods in Statistics  John E. Kolassa
    Expansions and Asymptotics for Statistics Christopher G. Small
    The Bootstrap and Edgeworth Expansion  Peter Hall
    Saddlepoint Approximations with Applications Ronald W. Butler
    Saddlepoint Approximations Jens Ledet Jensen

    计算统计
    Computational Statistics, Geof H. Givens
    Simulation, Fifth Edition Sheldon M. Ross
    Numerical Analysis for Statisticians,Kenneth Lange

    蒙特卡洛方法
    Markov Chain Monte Carlo in Practice, Gilks
    Monte Carlo Strategies in Scientific Computing, Jun S. Liu
    Monte Carlo Statistical Methods, Robert & Casella

    自助法
    An Introduction to the Bootstrap, Bradley Efron
    Bootstrap Methods and their Application, A. C. Davison

    多重假设检验
    Simultaneous Statistical Inference: With Applications in the Life Sciences Thorsten Dickhaus
    Multiple Comparisons, Selection and Applications in Biometry  Fred M. Hoppe

    多元统计
    Multivariate Statistical Analysis 2nd ed Revised and Expanded Giri
    Multivariate Statistics High-Dimensional and Large-Sample Approximations,Fujikoshi
    An Introduction to Multivariate Statistical Analysis 3rd,T.W.Anderson

    空间统计
    Statistics for Spatial Data Noel Cressie
    Spatial Statistics and Modeling Carlo Gaetan
    Applied Spatial Statistics for Public Health Data Lance A. Waller

    高维统计
    Introduction to High-Dimensional Statistics Christophe Giraud
    Statistics for High-Dimensional Data: Methods, Theory and Applications Peter Bühlmann
    Statistical Learning for High-Dimensional Data Jianqing Fan(范剑青), Runze Li (李润泽)

    Copulas
    An Introduction to Copulas Roger B. Nelsen
    Dependence Modeling with Copulas Harry Joe

    线性模型
    Linear Models and Generalizations: Least Squares and Alternatives C. Radhakrishna Rao 2ed
    Linear models.Searle
    线性模型引论 王松桂、史建红、 尹素菊

    分位数回归
    Quantile Regression  Roger Koenker
    Quantile Regression: Theory and Applications Cristina Davino

    似然估计
    In All Likelihood: Statistical Modelling and Inference Using Likelihood, 2013 Yudi Pawitan
    Maximum Penalized Likelihood Estimation: Volume I,II Paul P. Eggermonti

    统计分布
    Kendall's Advanced Theory of Statistics, Distribution Theory
    A Primer on Statistical Distributions N. Balakrishnan
    Norman L. Johnson的Univariate Discrete Distributions, 3ed
    Kocherlakota的Bivariate Discrete Distributions
    Norman L. Johnson的Discrete Multivariate Distributions
    Norman L. Johnson的Continuous Univariate Distributions, 3ed Vol. 1,2
    N. Balakrishnan的Continuous Bivariate Distributions
    Norman L. Johnson的Continuous Multivariate Distributions, Volume 1, 2, 2nd Edition
    Gupta的Matrix Variate Distributions

    非参数统计
    Nonparametric Statistical Methods, Myles Hollander, Douglas A. Wolfe and Eric Chicken
    Nonparametrics: Statistical Methods Based on Ranks, Erich L. Lehmann

    经验过程
    Introduction to Empirical Processes and Semiparametric Inference Michael R. Kosorok
    Weak Convergence and Empirical Processes: With Applications to Statistics  AW van der Vaart
    Introduction to Empirical Processes and Semiparametric Inference,Michael R. Kosorok

    经验似然
    Empirical Likelihood, Art B. Owen
    Empirical Likelihood Method in Survival Analysis,Mai Zhou

    Bayesian理论与统计决策
    Statistical Decision Theory and Bayesian Analysis, James O. Berger
    Kendall's Advanced Theory of Statistics,  Volume 2B
    Bayesian Data Analysis, Third Edition Andrew Gelman Theory of Games and Statistical Decisions David A. Blackwell
    贝叶斯统计(第2版) 茆诗松、 汤银才

    时间序列分析
    Time Series: Theory and Methods, 2ed.,Brockwell, P. J.
    Time Series Analysis Forecasting and Control, George E.P. Box

    生存分析
    Counting Processes and Survival Analysis, Thomas R. Fleming and David P. Harrington
    Survival and Event History Analysis: A Process Point of View , Odd Aalen
    The Statistical Analysis of Failure Time Data, 2ed Kalbfleisch & Prentice

    数据挖掘
    The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2ed,Trevor Hastie
    An Introduction to Statistical Learning: with Applications in R ,Gareth James

    纵向数据
    Analysis of Longitudinal Data, Diggle, Heagerty, Liang, Zeger
    Applied Longitudinal Analysis, Fitzmaurice, Laird, Ware
    Linear Mixed Models for Longitudinal Data, Verbeke & Molenberghs

    缺失数据,因果推断
    Statistical Analysis with Missing Data,2ed Little & Rubin
    Causality models, reasoning, and inference Judea Pearl
    Causal Inference, Rubin

    Meta统计分析(荟萃分析)
    Introduction to Meta-Analysis Michael Borenstein
    Statistical Meta-Analysis with Applications Joachim Hartung

    稳健统计
    Robust Statistics: Theory and Methods, Ricardo A. Maronna
    Robust Statistics, Peter J. Huber

    次序统计
    A First Course in Order Statistics  Barry C. Arnold et al
    An Introduction to Order Statistics.Mohammad Ahsanullah 2013
    Order Statistics.3nd Edtion. David,

    实验设计
    Design and Analysis of Experiments* 8ed, Douglas C. Montgomery
    Experiments: planning, analysis, and optimization, 2ed
    试验设计与建模 方开泰、刘民千、 周永道

    计数数据
    Regression Analysis of Count Data Second Edition A.Colin Cameron
    Econometric Analysis of Count Data,5ed Rainer Winkelmann

    属性数据
    Categorical Data Analysis  Alan Agresti
    Applied Categorical and Count Data Analysis Wan Tang

    统计质量控制
    Introduction to Statistical Process Control,Peihua Qiu
    统计质量控制图理论与方法 王兆军

    抽样调查
    Sampling Techniques,3rd Edition William G. Cochran*
    Sampling Algorithms, Yves Tillé*

    网络数据
    Statistical Analysis of Network Data: Methods and Models Eric D. Kolaczyk
    Statistical Analysis of Network Data with R (Use R!) Eric D. Kolaczyk

    信息论
    Elements of Information Theory 2nd Edition Thomas M. Cover
    Information Theory, Inference and Learning Algorithms by David J. C. MacKay
    Information Theory* Robert B. Ash
    Information Theory And The Central Limit Theorem,Oliver Johnson

    统计模型与信息论
    Information and Exponential Families in Statistical Theory O. Barndorff-Nielsen
    Methods of Information Geometry Shun-Ichi Amari
    Differential Geometry and Statistics M.K. Murray
    Information Theory and Statistics Solomon Kullback

    代数统计(最高尚大的统计小分支,用代数几何,群论的方法研究统计,特别是实验设计,统计学习)
    Algebraic Geometry and Statistical Learning Theory, Sumio Watanabe
    Algebraic Statistics: Computational Commutative Algebra in Statistics,Giovanni Pistone
    Lectures on Algebraic Statistics, Mathias Drton
    Algebraic and Geometric Methods in Statistics,Gibilisco

    ------------------------------------------------------------------------------------------------------------------------------------------------------

    下面是概率论随机过程小方向的教材

    马氏过程
    An Introduction to Markov Processes, 2013 Daniel W. Stroock
    Markov Chains J. R. Norris

    扩散过程
    Diffusion Processes and their Sample Paths Kiyosi Ito
    Diffusions, Markov Processes, and Martingales: Volume 1,2 L. C. G. Rogers

    Brown运动
    Mörters, Brownian Motion,2010
    Schilling,Brownian Motion,An Introduction to Stochastic Processes*
    Karatzas,Shreve,Brownian motion and stochastic calculus*

    Poisson过程
    Poisson Processes J. F. C. Kingman
    Random Point Processes in Time and Space,Donald L. Snyder

    点过程
    An Introduction to the Theory of Point Processes, Volume 1,2 D.J. Daley
    Point Processes D.R. Cox
    Point Processes and Their Statistical Inference, Second Edition,Alan Karr
    Stochastic Geometry and Its Applications 3rd Sung Nok Chiu

    Lévy过程与无穷可分分布
    Lévy Processes and Infinitely Divisible Distributions* Second edition Sato,K
    Fluctuations of Lévy Processes With Applications* 2ed, Kyprianou
    Financial Modelling with Jump Processes, 2ed, Peter Tankov

    随机游走
    Random Walk: A Modern Introduction  Gregory F. Lawler
    Random Walk and the Heat Equation Gregory F. Lawler

    鞅论
    Continuous Martingales and Brownian Motion Daniel Revuz and Marc Yor
    Martingale Methods in Financial Modelling Marek Musiela
    Probability with Martingales David Williams

    极限理论
    Limit Theorems of Probability Theory: Sequences of Independent Random Variables Petrov
    Limit Distributions for Sums of Independent Random Variables,B.V. Gnedenko and A. N. Kolmogorov
    Uniform Central Limit Theorems, R. M. Dudley

    大偏差
    Large Deviations Techniques and Applications Amir Dembo and Ofer Zeitouni
    A Course on Large Deviations With an Introduction to Gibbs Measures Firas Rassoul-agha

    极值理论
    Extreme Values, Regular Variation and Point Processes,Sidney I. Resnick
    Modelling Extremal Events: for Insurance and Finance,Paul Embrechts
    An Introduction to Statistical Modeling of Extreme Values  Stuart Coles

    排队论与库存管理
    Fundamentals of Queueing Theory*, 4ed, Donald Gross
    Stochastic Models in Queueing Theory,2ed Jyotiprasad Medhi
    Foundations of Stochastic Inventory Theory, Evan Porteus

    随机生物模型
    An Introduction to Stochastic Processes with Applications to Biology*, Second Edition Linda J. S. Allen
    Stochastic Modelling for Systems Biology, Second Edition Darren J. Wilkinson
    Stochastic Processes in Cell Biology Paul C. Bressloff

    随机控制
    Applied Stochastic Control of Jump Diffusions 2ed* Bernt Øksendal
    Introduction to Stochastic Control Theory,KJ Åström
    Makiko Nisio,Stochastic Control Theory: Dynamic Programming Principle

    最优传输
    Optimal Transportation: Theory and Applications Cedric Villani
    Topics in Optimal Transportation Cedric Villani

    随机微分方程
    Stochastic Differential Equations 6ed* Øksendal
    Stochastic Differential Equations, Backward SDEs, Partial Differential Equations, Etienne Pardoux
    An Introduction to Stochastic Differential Equations Lawrence C. Evans

    随机偏微分方程
    Stochastic Partial Differential Equations, Second Edition Pao-Liu Chow
    An Introduction to Computational Stochastic PDEs  Gabriel J. Lord

    随机积分
    Introduction to Stochastic Integration, Hui-Hsiung Kuo
    Introduction to Stochastic Integration - Second Edition Kai Lai Chung

    随机变分
    Stochastic Calculus of Variations in Mathematical Finance, Paul Malliavin
    Malliavin Calculus for Lévy Processes with Applications to Finance,Giulia Di Nunno*
    The Malliavin Calculus and Related Topics, David Nualart

    随机流
    An Introduction To The Geometry Of Stochastic Flows Mar Fabrice Baudoin
    Stochastic Flows and Stochastic Differential Equations Hiroshi Kunita
    Stochastic Flows,Andrey Dorogovtsev

    随机微分几何
    Stochastic Analysis on Manifolds Elton P. Hsu
    Stochastic Differential Geometry at Saint-Flour Alano Ancona
    Stochastic Calculus in Manifolds (Universitext) Michel Emery

    随机场
    Random Fields: Analysis and Synthesis Erik Vanmarcke
    Random Fields and Geometry R. J. Adler

    遍历理论
    Invitation to Ergodic Theory, C. E. Silva
    An Introduction to Ergodic Theory Peter Walters
    Ergodic Theory, Karl E. Petersen

    分数阶随机过程
    Stochastic models for fractional calculus ,Meerschaert
    Stochastic Calculus for Fractional Brownian Motion and Applications Francesca Biagini
    Stochastic Calculus for Fractional Brownian Motion and Related Processes Yuliya Mishura

    量子随机
    Quantum Stochastics,Mou-Hsiung Chang
    Quantum Stochastic Processes and Noncommutative Geometry,Kalyan B. Sinha
    An Introduction to Quantum Stochastic Calculus K.R. Parthasarathy

    概率数论
    解析与概率数论导引2008* 中文版 G.特伦鲍姆(Introduction à la théorie analytique et probabiliste des nombres de Gérald Tenenbaum)
    Analytic Number Theory: Exploring the Anatomy of Integers , Jean-marie De Koninck and Florian Luca

    概率图论
    Random Graph 2ed,Bollobás
    Probability on Graphs: Random Processes on Graphs and Lattices, Geoffrey Grimmett

    随机过程的参数估计
    Stochastic Processes - Inference Theory, Malempati M. Rao
    High-Frequency Financial Econometrics Yacine Aït-Sahalia,Jean Jacod

    概率的傅立叶分析
    Fourier Analysis and Stochastic Processes Pierre Brémaud
    Fourier Analysis in Probability Theory Tatsuo Kawata

    位势理论
    Potential Theory 2ed (Universitext) Lester L. Helms
    Classical Potential Theory and Its Probabilistic Counterpart Joseph L. Doob
    Probability and potentials Paul Andre Meyer

    随机模型与信息几何
    Stochastic Models, Information Theory, and Lie Groups, Volume 1: Classical Results and Geometric Methods Gregory S. Chirikjian
    Stochastic Models, Information Theory, and Lie Groups, Volume 2: Analytic Methods and Modern Applications Gregory S. Chirikjian
    Geometric Modeling in Probability and Statistics by Ovidiu Calin

    注:加星号的书表示有习题解答或者部分习题解答,更多的概率统计金融数学计量精算书单以及这些解答详细情况见

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