1 |
21
Stochastic integration and differential equations / Philip E. Protter
2nd ed., version 2.1. - Berlin ; Tokyo : Springer , 2005
|
2 |
36
Martingale methods in financial modelling / Marek Musiela, Marek Rutkowski
2nd ed., corr. 2nd printing. - Berlin : Springer , c2007
|
3 |
37
Continuous-time Markov chains and applications : a two-time-scale approach / G. George Yin, Qing Zhang
2nd ed. - New York : Springer , c2013
|
4 |
41
Stochastic models in reliability / Terje Aven, Uwe Jensen
2nd ed. - New York : Springer , c2013
|
5 |
59
Stochastic control of hereditary systems and applications / Mou-Hsiung Chang
New York : Springer , c2008
|
6 |
60
Fundamentals of stochastic filtering / Alan Bain, Dan Crisan
New York : Springer , c2009
|
7 |
61
Continuous-time stochastic control and optimization with financial applications / Huyên Pham
Berlin : Springer , c2009
|
8 |
61
Continuous-time stochastic control and optimization with financial applications / Huyên Pham
: pbk. - Berlin : Springer , c2009
|
9 |
62
Continuous-time Markov decision processes : theory and applications / Xianping Guo, Onésimo Hernández-Lerma
Berlin : Springer Verlag , 2009
|
10 |
63
Hybrid switching diffusions : properties and applications / G. George Yin, Chao Zhu
New York : Springer Verlag , 2009
|
11 |
64
Numerical solutions of stochastic differential equations with jumps in finance / Eckhard Platen, Nicola Bruti-Liberati
Berlin : Springer , c2010
|
12 |
66
Stochastic stability of differential equations / Rafail Khasminskii ; with contributions by G.N. Milstein and M.B. Nevelson
Completely rev. and enl. 2nd ed. - Berlin : Springer , c2012
|
13 |
67
Discretization of processes / Jean Jacod, Philip Protter
: hbk. - Berlin : Springer , c2012
|
14 |
68
Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation / Carl Graham, Denis Talay
Berlin : Springer , c2013
|
15 |
69
Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Răşcanu
Cham : Springer , c2014
|