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Stochastic Integration and Differential Equations

Statistical Estimation : Asymptotic Theory

Stochastic Differential Equations, Backward SDEs, Partial Differential Equations

Numerical Solution of Stochastic Differential Equations

Stochastic Networks and Queues

Applied probability and queues - 51

Modelling Extremal Events : for Insurance and Finance

Stochastic Integration and Differential Equations

Martingale Methods in Financial Modelling

Stochastic Approximation and Recursive Algorithms and Applications

Statistics of Random Processes : I. General Theory

Stochastic Calculus and Financial Applications

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

Stochastic Simulation: Algorithms and Analysis

Statistics of Random Processes II : Applications

Applied Probability and Queues

Stochastic Networks and Queues

Stochastic Controls : Hamiltonian Systems and HJB Equations

Controlled Diffusion Processes

Stochastic Portfolio Theory

Linear Multivariable Control: A Geometric Approach - 10

Random iterative models - 34

Stochastic integration and differential equations - 21

Adaptive Algorithms and Stochastic Approximations

Stochastic ordinary and stochastic partial differential equations: transition from microscopic to macroscopic equations - 58

Information-Spectrum Methods in Information Theory

Discretization of Processes

Numerical solution of stochastic differential equations with jumps in finance - 64

Statistics of random processes.: (Applications) - 6

Stochastic stability of differential equations - 66

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