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Monte Carlo Methods in Financial Engineering

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Modelling Extremal Events : for Insurance and Finance

Martingale Methods in Financial Modelling

Stochastic Integration and Differential Equations

Stochastic Approximation and Recursive Algorithms and Applications

Statistics of Random Processes : I. General Theory

Stochastic Simulation: Algorithms and Analysis

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

Statistics of Random Processes II : Applications

Applied Probability and Queues

Stochastic Portfolio Theory

Stochastic Controls : Hamiltonian Systems and HJB Equations

Stochastic Networks and Queues

Wave Propagation and Time Reversal in Randomly Layered Media

Deterministic and Stochastic Optimal Control

Stochastic Processes in Queueing Theory

Discrete-Time Markov Control Processes : Basic Optimality Criteria

Linear Multivariable Control : A Geometric Approach

Further Topics on Discrete-Time Markov Control Processes

Continuous-Time Markov Chains and Applications : A Two-Time-Scale Approach

Information-Spectrum Methods in Information Theory

Stochastic Stability of Differential Equations

Discretization of Processes

Continuous-Time Markov Decision Processes : Theory and Applications

A Probabilistic Theory of Pattern Recognition

Large Deviations Techniques and Applications

Introduction to Stochastic Networks

Cycle Representations of Markov Processes

Stochastic Ordinary and Stochastic Partial Differential Equations : Transition from Microscopic to Macroscopic Equations

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