> Verlagsreihe
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69:
Stochastic differential equations, backward SDEs, partial differential equations Etienne Pardoux; Aurel Rǎşcanu
Cham; Heidelberg [u.a.]: Springer, 2014
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41:
Stochastic models in reliability Terje Aven; Uwe Jensen
New York; Heidelberg [u.a.]: Springer, 2013
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67:
Discretization of processes Jean Jacod; Philip Protter
Berlin; Heidelberg [u.a.]: Springer, 2012
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66:
Stochastic stability of differential equations Rafail Khasminskii. With contributions by G. N. Milstein
Heidelberg [u.a.]: Springer, 2012
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63:
Hybrid switching diffusions properties and applications G. George Yin; Chao Zhu
New York, NY; Heidelberg [u.a.]: Springer, c 2010
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38:
Large deviations techniques and applications Amir Dembo, Ofer Zeitouni
Berlin; Heidelberg: Springer, 2010
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61:
Continuous-time stochastic control and optimization with financial applications Huyên Pham
Berlin; Heidelberg [u.a.]: Springer, [2009]
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62:
Continuous-time Markov decision processes theory and applications Xianping Guo; Onésimo Hernández-Lerma
Heidelberg [u.a.]: Springer, 2009
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60:
Fundamentals of stochastic filtering Alan Bain; Dan Crisan
New York, NY: Springer, 2009
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21:
Stochastic integration and differential equations Version 2.1 Philip E. Protter
Berlin; Heidelberg [u.a.]: Springer, 2009
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57:
Stochastic simulation algorithms and analysis Søren Asmussen; Peter W. Glynn
New York, NY: Springer, 2009
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8:
Optimal stopping rules A. N. Shiryaev. Aus d. Russ. übers. von A. B. Aries
Berlin; Heidelberg [u.a.]: Springer, 2008
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36:
Martingale methods in financial modelling Marek Musiela; Marek Rutkowski
Berlin; Heidelberg; New York: Springer, 2007
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57:
Stochastic simulation: algorithms and analysis Søren Asmussen; Peter W. Glynn
New York, NY: Springer, 2007
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56:
Wave propagation and time reversal in randomly layered media Jean-Pierre Fouque
New York, NY: Springer, 2007
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25:
Controlled Markov processes and viscosity solutions Wendell H. Fleming; H. Mete Soner
New York, [Heidelberg]: Springer, 2006
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28:
Cycle Representations of Markov Processes Sophia L. Kalpazidou
Berlin, [Heidelberg]: Springer, 2006
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21:
Stochastic integration and differential equations Version 2.1 Philip E. Protter
Berlin; Heidelberg [u.a.]: Springer, 2005
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36:
Martingale methods in financial modelling Marek Musiela; Marek Rutkowski
Berlin; Heidelberg [u.a.]: Springer, 2005