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Stabilization of Control Systems

Statistical Estimation : Asymptotic Theory

Stochastic Storage Processes : Queues, Insurance Risk, Dams, and Data Communication

Stochastic Controls : Hamiltonian Systems and HJB Equations

Linear Multivariable Control: a Geometric Approach : A Geometric Approach

Stochastic Storage Processes : Queues, Insurance Risk and Dams

Numerical Methods for Stochastic Control Problems in Continuous Time

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Stochastic Calculus and Financial Applications

Martingale Methods in Financial Modelling

Controlled Diffusion Processes

Stochastic Approximation and Recursive Algorithms and Applications

Numerical Solution of Stochastic Differential Equations

Random Iterative Models

Stochastic Networks and Queues

Stochastic Simulation and Monte Carlo Methods : Mathematical Foundations of Stochastic Simulation

Adaptive Algorithms and Stochastic Approximations

Applied Probability and Queues

Modelling Extremal Events : for Insurance and Finance

Large Deviations Techniques and Applications

Statistics of Random Processes I : General Theory

Cycle Representations of Markov Processes

Linear Multivariable Control : A Geometric Approach

Optimal Stopping Rules

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Image Analysis, Random Fields and Dynamic Monte Carlo Methods : A Mathematical Introduction

Discretization of Processes

Stochastic Models in Reliability

Information-Spectrum Methods in Information Theory

Martingale Methods in Financial Modelling

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