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1.
Optimal stopping and free-boundary problems by
  • Peskir, Goran
  • Shiryaev, Albert N
Series: Lectures in Mathematics. ETH Zürich
Publication details: Basel : Birkhäuser Verlag, 2006
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.5 PES.

2.
Markov processes and differential equations: asymptotic problems by
  • Freidlin, Mark
Series: Lectures in mathematics ETH Zurich
Publication details: Switzerland: Springer, 1996
Availability: Items available for loan: IIT Gandhinagar (1)Call number: 519.233 FRE.

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