Books by Stochastic Modelling and Applied Probability
Monte Carlo Methods in Financial Engineering
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A Probabilistic Theory of Pattern Recognition
Laszlo Györfi, Luc Devroye, Gabor Lugosi
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Discrete-Time Markov Control Processes: Basic Optimality Criteria
Jean B. Lasserre, Onesimo Hernandez-Lerma
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Discrete Gambling and Stochastic Games
William D. Sudderth, Ashok P. Maitra
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Numerical Solution of Stochastic Differential Equations
Eckhard Platen, Peter E. Kloeden
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Further Topics on Discrete-Time Markov Control Processes
Jean B. Lasserre, Onesimo Hernandez-Lerma
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Stochastic Controls: Hamiltonian Systems and HJB Equations
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Introduction to Stochastic Networks
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Statistics of Random Processes: I. General Theory
Albert N. Shiryaev, Robert S. Liptser
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Numerical Methods for Stochastic Control Problems in Continuous Time
Paul G. Dupuis, Harold Kushner
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Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization
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Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication
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Stochastic Integration and Differential Equations
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Two-Scale Stochastic Systems: Asymptotic Analysis and Control
Sergei Pergamenshchikov, Yuri Kabanov
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Monte Carlo Methods in Financial Engineering
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Martingale Methods in Financial Modelling
Marek Rutkowski, Marek Musiela
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Statistics of Random Processes II: Applications
Albert N. Shiryaev, Robert S. Liptser
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Controlled Markov Processes and Viscosity Solutions
Halil Mete Soner, Wendell H. Fleming
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Wave Propagation and Time Reversal in Randomly Layered Media
Jean-Pierre Fouque, Knut Solna, G. Papanicolaou, Josselin Garnier
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Stochastic Ordinary and Stochastic Partial Differential Equations: Transition from Microscopic to Macroscopic Equations
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Stochastic Control of Hereditary Systems and Applications
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Information-Spectrum Methods in Information Theory
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Continuous-time Stochastic Control and Optimization with Financial Applications
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Numerical Solution of Stochastic Differential Equations with Jumps in Finance
Eckhard Platen, Nicola Bruti-Liberati
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