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Stochastic Modelling and Applied Probability,

Titles

Martingale methods in financial mode...
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Musiela, Marek, (1950-)
Martingale methods in financial modelling /
by: Musiela, Marek, (1950-)
Average—Cost Control of Stochastic M...
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Sethi, Suresh P..
Average—Cost Control of Stochastic Manufacturing Systems
by: Sethi, Suresh P..
Fundamentals of stochastic filtering /
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Bain, Alan.
Fundamentals of stochastic filtering /
by: Bain, Alan.
Continuous-time stochastic control a...
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Pham, Huyên.
Continuous-time stochastic control and optimization with financial applications /
by: Pham, Huyên.
Stochastic simulation :algorithms an...
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Asmussen, Søren.
Stochastic simulation :algorithms and analysis /
by: Asmussen, Søren.
Stochastic differential equations, b...
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Pardoux, Etienne.
Stochastic differential equations, backward SDEs, partial differential equations
by: Pardoux, Etienne.
Optimal stopping rules
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Grimmett, G.
Optimal stopping rules
by: Grimmett, G.
Stochastic stability of differential...
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Khasminskii, Rafail.
Stochastic stability of differential equations
by: Khasminskii, Rafail.
Discretization of processes
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Jacod, Jean.
Discretization of processes
by: Jacod, Jean.
Numerical solution of stochastic dif...
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Bruti-Liberati, Nicola.
Numerical solution of stochastic differential equations with jumps in finance
by: Bruti-Liberati, Nicola.
Large deviations techniques and appl...
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Dembo, Amir.
Large deviations techniques and applications
by: Dembo, Amir.
Hybrid switching diffusionspropertie...
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SpringerLink (Online service)
Hybrid switching diffusionsproperties and applications /
by: SpringerLink (Online service)
Continuous-time markov decision proc...
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Guo, Xianping.
Continuous-time markov decision processestheory and applications /
by: Guo, Xianping.
Continuous-time stochastic control a...
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Pham, Huyen.
Continuous-time stochastic control and optimization with financial applications
by: Pham, Huyen.
Fundamentals of stochastic filtering
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Bain, Alan.
Fundamentals of stochastic filtering
by: Bain, Alan.
Stochastic Control of Hereditary Sys...
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Chang, Mou-Hsiung.
Stochastic Control of Hereditary Systems and Applications /
by: Chang, Mou-Hsiung.
 
 
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