Author(s)
Bibliographic Information
Applications of mathematics
Springer-Verlag
- Other Title
-
Applications of Mathematics : stochastic modelling and applied probability
Search this Book/Journal
-
1
- Methods of mathematical finance
-
Ioannis Karatzas, Steven E. Shreve
Springer c2010 Applications of mathematics 39
Available at 1 libraries
-
2
- Numerical solution of stochastic differential equations
-
Peter E. Kloeden, Eckhard Platen
Springer c2010 Corrected 3rd print Applications of mathematics 23
: [pbk.]
Available at 6 libraries
-
3
- Statistics of random processes
-
Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson
Springer c2010 2nd, rev. and expanded ed Applications of mathematics 5-6
1: pbk , 2: pbk
Available at 3 libraries
-
4
- Stochastic approximation and recursive algorithms and applications
-
Harold J. Kushner, G. George Yin
Springer c2010 2nd ed. Applications of mathematics 35
: pbk.
Available at 1 libraries
-
5
- Large deviations techniques and applications
-
Amir Dembo, Ofer Zeitouni
Springer c2009 2nd ed Applications of mathematics 38
: soft cover
Available at 27 libraries
-
6
- Controlled diffusion processes
-
N.V. Krylov ; translated by A.B. Aries
Springer c2009 Applications of mathematics 14
: pbk
Available at 11 libraries
-
7
- Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equations
-
Peter Kotelenez
Springer c2008 Applications of mathematics 58
Available at 26 libraries
-
8
- Optimal stopping rules
-
A.N. Shiryaev ; translated by A.B. Aries
Springer 2008 Applications of mathematics v. 8
Available at 28 libraries
-
9
- Martingale methods in financial modelling
-
Marek Musiela, Marek Rutkowski
Springer c2007 2nd ed., corr. 2nd printing Applications of mathematics , Stochastic modelling and applied probability 36
Available at 11 libraries
-
10
- Cycle representations of Markov processes
-
Sophia L. Kalpazidou
Springer c2006 2nd ed Applications of mathematics 28 , Stochastic modelling and applied probability 28
Available at 14 libraries
-
11
- Discrete-time Markov chains : two-time-scale methods and applications
-
G. George Yin, Qing Zhang
Springer c2005 Applications of mathematics 55
: pbk
Available at 37 libraries
-
12
- Stochastic integration and differential equations
-
Philip E. Protter
Springer c2004 2nd ed Applications of mathematics 21
Available at 33 libraries
-
13
- Monte Carlo methods in financial engineering
-
Paul Glasserman
Springer c2004 Applications of mathematics 53
Available at 62 libraries
-
14
- Applied probability and queues
-
Søren Asmussen
Springer Science+Business Media, [2003] 2nd edition Applications of mathematics 51
softcover
Available at 1 libraries
-
15
- Stochastic calculus and financial applications
-
J. Michael Steele
Springer 2003, c2001 Corr. print Applications of mathematics 45
Available at 1 libraries
-
16
- Monte Carlo methods in financial engineering
-
Paul Glasserman
Springer c2003 Applications of mathematics 53 , Stochastic modelling and applied probability 53
: pbk , : [hardback]
Available at 3 libraries
-
17
- Stochastic approximation and recursive algorithms and applications
-
Harold J. Kushner, G. George Yin
Springer c2003 2nd ed. Applications of mathematics 35
Available at 33 libraries
-
18
- Stochastic networks and queues
-
Philippe Robert
Springer c2003 Applications of mathematics 52
Available at 35 libraries
-
19
- Applied probability and queues
-
Søren Asmussen
Springer c2003 2nd ed Applications of mathematics 51
Available at 51 libraries
-
20
- Elements of queueing theory : palm martingale calculus and stochastic recurrences
-
François Baccelli, Pierre Brémaud
Springer-Verlag c2003 2nd ed Applications of mathematics 26
Available at 37 libraries
