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Statistical Estimation : Asymptotic Theory

Applied probability and queues : 51

Martingale methods in financial modelling

Stochastic simulation : algorithms and analysis

Image analysis, random fields and Markov chain Monte Carlo methods : a mathematical introduction

Applied probability and queues

Stochastic portfolio theory

Lectures on queues and stochastic networks : a probabilistic approach

Wave propagation and time reversal in randomly layered media

Large Deviations Techniques and Applications

Large Deviations Techniques and Applications

Methods of Numerical Mathematics

Optimization - Theory and Applications : Problems with Ordinary Differential Equations

Introduction to stochastic partial differential equations

Continuous-Time Markov Chains and Applications : A Singular Perturbation Approach

Stochastic Models in Reliability : v. 41

Methods of Mathematical Finance

Stochastic Calculus and Financial Applications

Numerical Methods for Stochastic Control Problems in Continuous Time

Random Iterative Models

Adaptive Algorithms and Stochastic Approximations

Random iterative models

Random Walks in the Quarter Plane : Algebraic Methods, Boundary Value Problems and Applications

Methods of mathematical finance

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