1 |
Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski
2nd ed., corr. 2nd printing. - Berlin : Springer , c2007
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2 |
1
Deterministic and stochastic optimal control / Wendell H. Fleming, Raymond W. Rishel
: us,: gw. - Berlin ; New York : Springer-Verlag , c1975
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3 |
11
Brownian motion / T. Hida ; translated by the author and T.P. Speed
: pbk. - New York : Springer-Verlag , c1980
|
4 |
v. 3
Applied functional analysis / A.V. Balakrishnan
New York : Springer-Verlag , 1976
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5 |
5
Statistics of random processes. 1 / R.S. Liptser, A.N. Shiryayev ; translated by A.B. Aries
1. - New York : Springer-Verlag , c1977
|
6 |
5-6
Statistics of random processes / Robert S. Liptser, Albert N. Shiryaev ; translated by A.B. Aries ; translation editor, Stephen S. Wilson
v. 1,v. 2. - 2nd, rev. and expanded ed. - Berlin : Springer , c2001
|
7 |
7
Game theory : lectures for economists and systems scientists / N.N. Vorob'ev ; translated and supplemented by S. Kotz
New York ; Tokyo : Springer-Verlag , c1977
|
8 |
8
Optimal stopping rules / A.N. Shiryaev ; translated by A.B. Aries
Berlin : Springer , 2008
|
9 |
11
Brownian motion / T. Hida ; translated by the author and T. P. Speed
New York : Springer-Verlag , c1980
|
10 |
12
Conjugate direction methods in optimization / Magnus R. Hestenes
New York : Springer-Verlag , c1980
|
11 |
13
Stochastic filtering theory / Gopinath Kallianpur
us,gw. - New York : Springer-Verlag , c1980
|
12 |
14
Controlled diffusion processes / N.V. Krylov ; translated by A.B. Aries ; [editor, A.V. Balakrishnan]
New York : Springer-Verlag , c1980
|
13 |
14
Controlled diffusion processes / N.V. Krylov ; translated by A.B. Aries
: pbk. - Berlin : Springer , c2009
|
14 |
15
Stochastic storage processes : queues, insurance risk, dams, and data communication / N.U. Prabhu
2nd ed. - New York ; Tokyo : Springer-Verlag , c1998
|
15 |
16
Statistical estimation : asymptotic theory / I.A. Ibragimov, R.Z. Has'minskii ; translated by Samuel Kotz
New York : Springer-Verlag , c1981
|
16 |
17
Optimization-theory and applications : problems with ordinary differential equations / Lamberto Cesari
: us. - New York : Springer-Verlag , c1983
|
17 |
19
Difference methods and their extrapolations / G.I. Marchuk, V.V. Shaidurov
New York ; Tokyo : Springer-Verlag , c1983
|
18 |
20
Stabilization of control systems / O. Hijab
New York ; Tokyo : Springer-Verlag , c1987
|
19 |
21
Stochastic integration and differential equations : a new approach / Philip Protter
Berlin ; Tokyo : Springer-Verlag , c1990
|
20 |
22
Adaptive algorithms and stochastic approximations / Albert Benveniste, Michel Métivier, Pierre Priouret ; translated from the French by Stephen S. Wilson
Berlin ; Tokyo : Springer-Verlag , c1990
|
21 |
23
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen
Berlin ; Tokyo : Springer-Verlag , c1992
|
22 |
23
Numerical solution of stochastic differential equations / Peter E. Kloeden, Eckhard Platen
: [pbk.]. - Corr. 3rd print. - Berlin : Springer , c2010
|
23 |
24
Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul G. Dupuis
New York ; Tokyo : Springer-Verlag , c1992
|
24 |
24
Numerical methods for stochastic control problems in continuous time / Harold J. Kushner, Paul Dupuis
2nd ed. - New York ; Tokyo : Springer , c2001
|
25 |
25
Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner
New York ; Tokyo : Springer-Verlag , c1993
|
26 |
25
Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner
2nd ed. - New York : Springer , c2006
|
27 |
26
Elements of queueing theory : Palm-Martingale calculus and stochastic recurrences / François Baccelli, Pierre Brémaud
Berlin ; Tokyo : Springer-Verlag , c1994
|
28 |
27
Image analysis, random fields and dynamic Monte Carlo methods : a mathematical introduction / Gerhard Winkler
Berlin : Springer-Verlag , c1995
|
29 |
28
Cycle representations of Markov processes / Sophia L. Kalpazidou
New York ; Tokyo : Springer-Verlag , c1995
|
30 |
29
Hidden Markov models : estimation and control / Robert J. Elliott, Lakhdar Aggoun, John B. Moore
New York ; Tokyo : Springer-Verlag , c1995
|
31 |
30
Discrete-time Markov control processes : basic optimality criteria / Onésimo Hernández-Lerma, Jean Bernard Lasserre
New York ; Tokyo : Springer-Verlag , c1996
|
32 |
31
A probabilistic theory of pattern recognition / Luc Devroye, László Györfi, Gábor Lugosi
New York ; Tokyo : Springer-Verlag , c1996
|
33 |
32
Discrete gambling and stochastic games / Ashok P. Maitra, William D. Sudderth
New York ; Tokyo : Springer-Verlag , c1996
|
34 |
33
Modelling extremal events : for insurance and finance / Paul Embrechts, Claudia Klüppelberg, Thomas Mikosch
Berlin ; Tokyo : Springer-Verlag , c1997
|
35 |
34
Random iterative models / Marie Duflo ; translated by Stephen S. Wilson
Berlin ; Tokyo : Springer-Verlag , c1997
|
36 |
35
Stochastic approximation algorithms and applications / Harold J. Kushner, G. George Yin
New York ; Tokyo : Springer-Verlag , c1997
|
37 |
36
Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski
Berlin ; Tokyo : Springer-Verlag , c1997
|
38 |
37
Continuous-time Markov chains and applications : a singular perturbation approach / G. George Yin, Qing Zhang
New York ; Tokyo : Springer-Verlag , c1998
|
39 |
38
Large deviations techniques and applications / Amir Dembo, Ofer Zeitouni
2nd ed. - New York ; Tokyo : Springer-Verlag , c1998
|
40 |
38
Large deviations techniques and applications / Amir Dembo, Ofer Zeitouni
: soft cover. - 2nd ed. - Berlin : Springer , 2010, c1998
|
41 |
39
Methods of mathematical finance / Ioannis Karatzas, Steven E. Shreve
New York ; Tokyo : Springer-Verlag , c1998
|
42 |
40
Random walks in the quarter-plane : algebraic methods, boundary value problems and applications / Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev
Berlin ; Tokyo ; New York : Springer , c1999
|
43 |
41
Stochastic models in reliability / Terje Aven, Uwe Jensen
New York ; Tokyo : Springer , c1999
|
44 |
42
Further topics on discrete-time Markov control processes / Onésimo Hernández-Lerma, Jean Bernard Lasserre
New York ; Tokyo : Springer , c1999
|
45 |
43
Stochastic controls : Hamiltonian systems and HJB equations / Jiongmin Yong, Xun Yu Zhou
New York ; Tokyo : Springer , c1999
|
46 |
44
Introduction to stochastic networks / Richard Serfozo
New York ; Tokyo : Springer-Verlag , c1999
|
47 |
45
Stochastic calculus and financial applications / J. Michael Steele
New York ; Tokyo : Springer , 2000
|
48 |
46
Fundamentals of queueing networks : performance, asymptotics, and optimization / Hong Chen, David D. Yao
New York ; Tokyo : Springer , c2001
|
49 |
47
Heavy traffic analysis of controlled queueing and communication networks / Harold J. Kushner
New York ; Tokyo : Springer , c2001
|
50 |
48
Stochastic portfolio theory / E. Robert Fernholz
New York ; Tokyo : Springer , c2002
|
51 |
49
Two-scale stochastic systems : asymptotic analysis and control / Yuri Kabanov, Sergei Pergamenshchikov
Berlin ; Tokyo : Springer , c2003
|
52 |
50
Information-spectrum methods in information theory / Te Sun Han ; translated from the Japanese by Hiroki Koga
Berlin ; Tokyo : Springer , c2002
|
53 |
51
Applied probability and queues / Søren Asmussen
2nd ed. - New York ; Tokyo : Springer , c2003
|
54 |
52
Stochastic networks and queues / Philippe Robert
Berlin ; Tokyo : Springer , c2003
|
55 |
53
Monte Carlo methods in financial engineering / Paul Glasserman
New York ; Tokyo : Springer , c2004
|
56 |
54
Average-cost control of stochastic manufacturing systems / Suresh Sethi, Hanqin Zhang, Qing Zhang
New York : Springer , c2005
|
57 |
55
Discrete-time Markov chains : two-time-scale methods and applications / G. George Yin, Qing Zhang
New York : Springer , c2005
|
58 |
56
Wave propagation and time reversal in randomly layered media / Jean-Pierre Fouque ... [et al.]
New York : Springer , c2007
|
59 |
57
Stochastic simulation : algorithms and analysis / Søren Asmussen, Peter W. Glynn
New York : Springer , c2007
|
60 |
58
Stochastic ordinary and stochastic partial differential equations : transition from microscopic to macroscopic equations / Peter Kotelenez
New York : Springer , c2008
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