| 1 |
28
Cycle representations of Markov processes / Sophia L. Kalpazidou
2nd ed. - New York : Springer , c2006
|
| 2 |
59
Stochastic control of hereditary systems and applications / Mou-Hsiung Chang
New York : Springer , c2008
|
| 3 |
25
Controlled Markov processes and viscosity solutions / Wendell H. Fleming, H. Mete Soner
2nd ed. - New York : Springer-Verlag , c2006
|
| 4 |
57
Stochastic simulation : algorithms and analysis / Søren Asmussen, Peter W. Glynn
New York : Springer , c2007
|
| 5 |
60
Fundamentals of stochastic filtering / Alan Bain, Dan Crisan
New York : Springer , c2009
|
| 6 |
61
Continuous-time stochastic control and optimization with financial applications / Huyên Pham
Berlin : Springer , c2009
|
| 7 |
62
Continuous-time Markov decision processes : theory and applications / Xianping Guo, Onésimo Hernández-Lerma
Berlin : Springer Verlag , 2009
|
| 8 |
64
Numerical solutions of stochastic differential equations with jumps in finance / Eckhard Platen, Nicola Bruti-Liberati
Berlin : Springer , c2010
|
| 9 |
66
Stochastic stability of differential equations / Rafail Khasminskii ; with contributions by G.N. Milstein and M.B. Nevelson
Completely rev. and enl. 2nd ed.. - Berlin : Springer , c2012
|
| 10 |
67
Discretization of processes / by Jean Jacod, Philip Protter
: hbk.. - Berlin ; London : Springer , c2012
|
| 11 |
37
Continuous-time Markov chains and applications : a two-time-scale approach / G. George Yin, Qing Zhang
2nd ed. - New York : Springer , c2013
|
| 12 |
68
Stochastic simulation and Monte Carlo methods : mathematical foundations of stochastic simulation / Carl Graham, Denis Talay
Berlin : Springer , c2013
|
| 13 |
69
Stochastic differential equations, backward SDEs, partial differential equations / Etienne Pardoux, Aurel Răşcanu
Cham : Springer , c2014
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