> Verlagsreihe
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37:
Continuous time Markov chains and applications a two-time-scale approach G. George Yin; Qing Zhang
New York; Berlin; Heidelberg [u.a.]: Springer, 2013
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39:
Methods of mathematical finance Ioannis Karatzas; Steven E. Shreve
New York, NY: Springer, 2010
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39:
Methods of mathematical finance Ioannis Karatzas; Steven E. Shreve
New York, NY: Springer, 2009
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14:
Controlled diffusion processes N. V. Krylov. Transl. by A. B. Aries
Berlin; Heidelberg: Springer, 2009
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27:
Image analysis, random fields and Markov Chain Monte Carlo Methods a mathematical introduction Gerhard Winkler
Berlin; Heidelberg [u.a.]: Springer, 2006
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53:
Monte Carlo methods in financial engineering Paul Glasserman
New York, NY; Berlin; Heidelberg [u.a.]: Springer, 2004
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53:
Monte Carlo methods in financial engineering Paul Glasserman
New York, NY; Berlin; Heidelberg [u.a.]: Springer, 2003
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45:
Stochastic calculus and financial applications J. Michael Steele
New York, NY [u.a.]: Springer, 2003
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50:
Information-spectrum methods in information theory Te Sun Han. Transl. from the Japanese by Hiroki Koga
Berlin; Heidelberg; New York: Springer, 2003
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27:
Image analysis, random fields and Markov chain Monte Carlo methods a mathematical introduction Gerhard Winkler
Berlin; Heidelberg [u.a.]: Springer, 2003
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33:
Modelling extremal events for insurance and finance Paul Embrechts; Claudia Klüppelberg; Thomas Mikosch
Berlin; Heidelberg [u.a.]: Springer, 2003
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51:
Applied probability and queues Søren Asmussen
New York; Berlin; Heidelberg [u.a.]: Springer, 2003
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48:
Stochastic portfolio theory E. Robert Fernholz
New York; Berlin; Heidelberg: Springer, 2002
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47:
Heavy traffic analysis of controlled queueing and communication networks Harold J. Kushner
New York; Berlin; Heidelberg: Springer, c 2001
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5:
Statistics of random processes 1 General theory R. S. Liptser; A. N. Shiryayev
Berlin; Heidelberg [u.a.]: Springer, 2001
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6:
Statistics of random processes 2 Applications R. S. Liptser; A. N. Shiryayev
Berlin; Heidelberg [u.a.]: Springer, 2001
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45:
Stochastic calculus and financial applications J. Michael Steele
New York; Berlin; Heidelberg [u.a.]: Springer, 2001
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39:
Methods of mathematical finance Ioannis Karatzas; Steven E. Shreve
New York, NY; Berlin; Heidelberg: Springer, 2001
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45:
Stochastic calculus and financial applications J. Michael Steele
New York; Berlin; Heidelberg [u.a.]: Springer, 2001
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24:
Numerical methods for stochastic control problems in continuous time Harold J. Kushner, Paul Dupuis
New York; Berlin; Heidelberg: Springer, 2001
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41:
Stochastic models in reliability Terje Aven; Uwe Jensen
New York; Heidelberg; Berlin [u.a.]: Springer, 1999
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43:
Stochastic controls Hamiltonian systems and HJB equations Jiongmin Yong; Xun Yu Zhou
New York; Berlin; Heidelberg: Springer, 1999
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39:
Methods of mathematical finance Ioannis Karatzas; Steven E. Shreve
New York, NY; Berlin; Heidelberg [u.a.]: Springer, 1999
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33:
Modelling extremal events for insurance and finance ; with 100 figures Paul Embrechts; Claudia Klüppelberg; Thomas Mikosch
Berlin; Heidelberg [u.a.]: Springer, 1999
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23:
Numerical solution of stochastic differential equations Peter E. Kloeden; Eckhard Platen
Berlin; Heidelberg [u.a.]: Springer, 1999
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37:
Continuous-time Markov chains and applications a singular perturbation approach G. George Yin; Qing Zhang
New York; Berlin; Heidelberg [u.a.]: Springer, 1998
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39:
Methods of mathematical finance Ioannis Karatzas; Steven E. Shreve
New York; Berlin; Heidelberg; Barcelona; Budapest; Hong Kong; London; Milan; Paris; Singapore; Tokyo: Springer, 1998
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38:
Large deviations techniques and applications Amir Dembo; Ofer Zeitouni
New York; Berlin; Heidelberg [u.a.]: Springer, 1998
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36:
Martingale methods in financial modelling Marek Musiela; Marek Rutkowski
Berlin; Heidelberg [u.a.]: Springer, 1998
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15:
Stochastic storage processes queues, insurance risk, dams, and data communication N. U. Prabhu
New York; Berlin; Heidelberg [u.a.]: Springer, 1998
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36:
Martingale methods in financial modelling theory and applications Marek Musiela; Marek Rutkowski
Berlin; Heidelberg [u.a.]: Springer, 1997
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34:
Random iterative models Marie Duflo. Transl. by Stephen S. Wilson
Berlin; Heidelberg [u.a.]: Springer, 1997
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29:
Hidden Markov models estimation and control Robert J. Elliott; Lakhdar Aggoun; John B. Moore
New York; Berlin; Heidelberg [u.a.]: Springer, 1997
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31:
A probabilistic theory of pattern recognition Luc Devroye; Lázló Györfi; Gábor Lugosi
New York; Berlin; Heidelberg [u.a.]: Springer, 1997
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35:
Stochastic approximation algorithms and applications Harold J. Kushner; G. George Yin
Berlin; Heidelberg [u.a.]: Springer, 1997
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33:
Modelling extremal events for insurance and finance Paul Embrechts; Claudia Klüppelberg; Thomas Mikosch
Berlin; Heidelberg; New York; Barcelona; Budapest; Hong Kong; London; Milan; Paris; Santa Clara; Singapore; Tokyo: Springer, 1997
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30:
Discrete time Markov control processes basic optimality criteria Onésimo Hernández-Lerma; Jean Bernard Lasserre
New York; Heidelberg [u.a.]: Springer, 1996
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31:
A probabilistic theory of pattern recognition Luc Devroye, László Györfi, Gábor Lugosi
New York: Springer, [1996]
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29:
Hidden Markov models estimation and control Robert J. Elliott; Lakhdar Aggoun; John B. Moore
New York; Heidelberg [u.a.]: Springer, 1995
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21:
Stochastic integration and differential equations a new approach Philip Protter
Berlin; Heidelberg [u.a.]: Springer, 1995
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26:
Elements of queueing theory Palm-Martingale calculus and stochastic recurrences François Baccelli; Pierre Brémaud
Berlin; Heidelberg [u.a.]: Springer, 1994
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25:
Controlled Markov processes and viscosity solutions Wendell H. Fleming; H. Mete Soner
New York; Berlin; Heidelberg [u.a.]: Springer, c 1993
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21:
Stochastic integration and differential equations a new approach Philip Protter
Berlin; Heidelberg [u.a.]: Springer, 1992
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23:
Numerical solution of stochastic differential equations with 85 fig. Peter E. Kloeden; Eckhard Platen
Berlin; Heidelberg [u.a.]: Springer, 1992
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21:
Stochastic integration and differential equations a new approach Philip Protter
Berlin; Heidelberg [u.a.]: Springer, 1990
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22:
Adaptive algorithms and stochastic approximations Albert Benveniste; Michel Métivier; Pierre Priouret. Transl. from the French by Stephen S. Wilson
Berlin; Heidelberg [u.a.]: Springer, 1990
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10:
Linear multivariable control a geometric approach W. Murray Wonham
New York, NY; Berlin; Heidelberg [u.a.]: Springer, 1985
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17:
Optimization - theory and applications problems with ordinary differential equations Lamberto Cesari
New York; Heidelberg [u.a.]: Springer, 1983
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2:
Methods of numerical mathematics G. I. Marchuk
New York [u.a.]: Springer, 1982
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16:
Statistical estimation asymptotic theory I. A. Ibragimov; R. Z. Haʹsminkii. Translated by Samuel Kotz
New York [u.a.]: Springer, 1981
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12:
Conjugate direction methods in optimization Magnus R. Hestenes. Ed. by A. V. Balakrishnan
New York; Heidelberg; Berlin: Springer, 1980
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11:
Brownian motion T. Hida
New York; Heidelberg; Berlin: Springer, 1980
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13:
Stochastic filtering theory Gopinath Kallianpur
New York; Heidelberg; Berlin: Springer, 1980
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14:
Controlled diffusion processes N. V. Krylov. Transl. by A. B. Aries
New York; Heidelberg: Springer, 1980
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15:
Stochastic storage processes queues, insurance risk, and dams N. U. Prabhu
Berlin; Heidelberg [u.a.]: Springer, 1980
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6:
Statistics of random processes 2 Applications R. S. Liptser; A. N. Shiryayev
New York; Heidelberg: Springer, 1978
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5:
Statistics of random processes 1 General Theory R. S. Liptser; A. N. Shiryayev
New York; Heidelberg: Springer, 1977