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Statistics of Random Processes : I. General Theory

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Fundamentals of Queueing Networks: Performance, Asymptotics, and Optimization - 46

Heavy Traffic Analysis of Controlled Queueing and Communication Networks

Numerical Methods for Stochastic Control Problems in Continuous Time

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

Numerical solution of stochastic differential equations - 23

Introduction to Stochastic Networks - 44

Continuous-time stochastic control and optimization with financial applications - 61

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

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