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Monte Carlo Methods in Financial Engineering - 53

Applied probability and queues - 51

Stochastic Networks and Queues

Stochastic Models in Reliability - 41

Wave propagation and time reversal in randomly layered media - 56

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

Stochastic control of hereditary systems and applications - 59

Fundamentals of stochastic filtering - 60

Hidden Markov models: estimation and control - 29

Difference Methods and Their Extrapolations

Hybrid switching diffusions: properties and applications - 63

Further Topics on Discrete-Time Markov Control Processes - 42

Continuous-time Markov chains and applications: a two-time-scale approach - 37

Probabilistic Theory of Pattern Recognition - 31

Discrete-Time Markov Control Processes: Basic Optimality Criteria - 30

Linear Multivariable Control: A Geometric Approach - 10

Stochastic Controls: Hamiltonian Systems and HJB Equations - 43

Stochastic Storage Processes: Queues, Insurance Risk, Dams, and Data Communication - 15

Discrete Gambling and Stochastic Games - 32

Applications of Mathematics: Applied Functional Analysis - 3

Brownian Motion

Conjugate Direction Methods in Optimization - 12

Gaussian Random Processes - 9

Deterministic and Stochastic Optimal Control - 1

Stochastic Processes in Queueing Theory - 4

Statistics of Random Processes I: General Theory

Stochastic portfolio theory - 48

Cycle representations of Markov processes - 28

Statistics of Random Processes II: Applications

Linear Multivariable Control: a Geometric Approach: A Geometric Approach - 10

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